* We would like to thank an anonymous referee, the Editor and seminar participants at the Office of the Comptroller of the Currency and Northern Illinois University for helpful suggestions and comments. The views expressed here are those of the individual authors alone and do not necessarily reflect those of the Office of the Comptroller of the Currency or the Department of the Treasury
This study examines the impacts of rating change timing differences between the two leading agencies...
In this paper, we explicitly model a bond rating process under varying degrees of bond opacity and d...
Rating agencies report ordinal ratings in discrete classes. We question the market’s implicit assump...
Abstract: This comparison of solicited and independent bond rating agencies performance reveals tha...
This comparison of solicited and independent bond rating agencies performance reveals that the ratin...
This paper compares and contrasts financial strength ratings assigned by Value Line, Standard and Po...
This paper compares the accuracy of credit ratings of Moody s and Standard&Poors. Based on 11,428 is...
This paper compares the accuracy of credit ratings of Moody's and Standard and Poor's. Based on 11,4...
We investigate a prominent allegation in Congressional hearings that Moody’s loosened its standards ...
We examine the relation between asset opaqueness and split ratings. We find that firms with asset op...
We investigate how split ratings influence the information content of credit rating events on the so...
SIGLEAvailable from TIB Hannover: RR 8460(2003,23) / FIZ - Fachinformationszzentrum Karlsruhe / TIB ...
This paper shows that the stock price of the rating agency Moody’s reacts negatively to rating actio...
In this article, we present the first systematic analysis of the sovereign credit ratings of the two...
textabstractAbstract: This paper explores the role played by multiple credit rating agencies (...
This study examines the impacts of rating change timing differences between the two leading agencies...
In this paper, we explicitly model a bond rating process under varying degrees of bond opacity and d...
Rating agencies report ordinal ratings in discrete classes. We question the market’s implicit assump...
Abstract: This comparison of solicited and independent bond rating agencies performance reveals tha...
This comparison of solicited and independent bond rating agencies performance reveals that the ratin...
This paper compares and contrasts financial strength ratings assigned by Value Line, Standard and Po...
This paper compares the accuracy of credit ratings of Moody s and Standard&Poors. Based on 11,428 is...
This paper compares the accuracy of credit ratings of Moody's and Standard and Poor's. Based on 11,4...
We investigate a prominent allegation in Congressional hearings that Moody’s loosened its standards ...
We examine the relation between asset opaqueness and split ratings. We find that firms with asset op...
We investigate how split ratings influence the information content of credit rating events on the so...
SIGLEAvailable from TIB Hannover: RR 8460(2003,23) / FIZ - Fachinformationszzentrum Karlsruhe / TIB ...
This paper shows that the stock price of the rating agency Moody’s reacts negatively to rating actio...
In this article, we present the first systematic analysis of the sovereign credit ratings of the two...
textabstractAbstract: This paper explores the role played by multiple credit rating agencies (...
This study examines the impacts of rating change timing differences between the two leading agencies...
In this paper, we explicitly model a bond rating process under varying degrees of bond opacity and d...
Rating agencies report ordinal ratings in discrete classes. We question the market’s implicit assump...