Information providers/credit ratings
- Does the Local Rating Agency Provide Reliable
Credit Ratings? An Empirical Analysis from an Emerging MarketRuey-Ching Hwang, Huimin Chung, Jhao-Siang Siao and Chia-Liang LinThe Journal of Fixed Income June 2012, 22 (1) 41-51; DOI: https://doi.org/10.3905/jfi.2012.22.1.041 - Do Investors Still Rely on Credit Rating Agencies?
Evidence from the Financial CrisisFlorian KieselThe Journal of Fixed Income March 2016, 25 (4) 20-31; DOI: https://doi.org/10.3905/jfi.2016.25.4.020 - The Effect of Ratings Announcements, on Firms in Bank-Based SystemsFlorian Kiesel and Dirk SchiereckThe Journal of Fixed Income March 2015, 24 (4) 84-95; DOI: https://doi.org/10.3905/jfi.2015.24.4.084
- Does It Really Hurt? An Empirical Investigation of the
Effects of Downgradings and Negative Watches on
European Bond SpreadsJean-Noël Ory, Philippe Raimbourg and Antonio SalviThe Journal of Fixed Income December 2010, 20 (3) 86-96; DOI: https://doi.org/10.3905/jfi.2011.20.3.086 - Empirical Duration of Corporate Bonds and Credit Market SegmentationMadhur Ambastha, Arik Ben Dor, Lev Dynkin, Jay Hyman and Vadim KonstantinovskyThe Journal of Fixed Income June 2010, 20 (1) 5-27; DOI: https://doi.org/10.3905/jfi.2010.20.1.005
- Gains from Active Bond Portfolio Management StrategiesNaomi E Boyd and Jeffrey M MercerThe Journal of Fixed Income March 2010, 19 (4) 73-83; DOI: https://doi.org/10.3905/JFI.2010.19.4.073
- Re-REMICs: New and ImprovedLaurie S Goodman, Roger Ashworth, Brian Landy and Ke YinThe Journal of Fixed Income December 2009, 19 (3) 5-12; DOI: https://doi.org/10.3905/JFI.2010.19.3.005
- Modeling Bankruptcy Proceedings for High-Yield Debt PortfoliosDror ParnesThe Journal of Fixed Income September 2009, 19 (2) 23-33; DOI: https://doi.org/10.3905/jfi.2009.19.2.023
- Impact of Multiple CDO Ratings on Credit SpreadsStefan Morkoetter and Simone WesterfeldThe Journal of Fixed Income June 2009, 19 (1) 55-72; DOI: https://doi.org/10.3905/JFI.2009.19.1.055
- Measuring the Credit Risk of Synthetic CDOs with CDS-Implied RatingsDavid T Hamilton and Yukyung ChoiThe Journal of Fixed Income June 2009, 19 (1) 40-54; DOI: https://doi.org/10.3905/JFI.2009.19.1.040
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