An introduction to recent research on credit ratings

Journal of Banking and Finance

Volumn 28, Issue 11, 2004, Pages 2565-2573

  Cantor, Richard ^a  

^a MOODY'S INVESTORS SERVICE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 4644352733     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2004.06.002     Document Type: Editorial

References (23)

1. E. Altman D. Kao The implications of corporate bond rating drift Financial Analysts Journal 1992 64-75
2. E. Altman H. Rijken How rating agencies achieve rating stability In: R. Cantor (Eds.) Recent Research on Credit Ratings (special issue) Journal of Banking and Finance 28 11 2004 this issue
3. J. Amato C. Furfine Are credit ratings procyclical? In: R. Cantor (eds.) Recent Research on Credit Ratings (special issue) Journal of Banking and Finance 28 11 2004 this issue
4. M. Blume F. Lim A. MacKinlay The declining credit quality of US corporate debt: Myth or reality? Journal of Finance 53 1998 1389-1413
5. R. Cantor Moody's Investors Service's response to the consultative paper issued by the Basel Committee on Bank Supervision 'A new capital adequacy framework' Journal of Banking and Finance 25 1 2001 171-185
6. R. Cantor C. Mann Measuring the performance of corporate bond ratings Moody's Special Comment April 2003
7. R. Cantor C. Mann Are corporate bond ratings procyclical Moody's Special Comment October 2003
8. R. Cantor F. Packer The credit rating industry Journal of Fixed Income 1995
9. R. Cantor F. Packer K. Cole Split ratings and the pricing of credit risk Journal of Fixed Income December 1997
10. Carty L. Fons J. 1993 Meauring changes in corporate credit quality Moody's Special Report Moody's Investors Services New York
11. J. Christensen E. Hansen D. Lando Confidence sets for continuous-time rating transition probabilities In: R. Cantor (eds.) Recent Research on Credit Ratings (special issue) Journal of Banking and Finance 28 11 2004 this issue
12. E. Elton J. Martin J. Gruber D. Agrawal C. Mann Factors affecting the valuation of corporate bonds In: R. Cantor (Eds.) Recent Research on Credit Ratings (special issue) Journal of Banking and Finance 28 11 2004 this issue
13. J. Fons Understanding Moody's corporate bond ratings and rating process Moody's Special Comment May 2002
14. D. Hamilton R. Cantor Rating transition and default rates conditional on outlooks, Watchlists and rating history Moody's Special Comment February 2004 Forthcoming in the Journal of Fixed Income
15. J. Hull M. Predescu A. White The relationship between credit default swap spreads, bond yields, and credit rating announcements In: R. Cantor (eds.) Recent Research on Credit Ratings (special issue) Journal of Banking and Finance 28 11 2004 this issue
16. Y. Jafry T. Schuermann Measurement, estimation, and comparison of credit migration matrices In: R. Cantor (Eds.) Recent Research on Credit Ratings (special issue) Journal of Banking and Finance 28 11 2004 this issue
17. D. Lando T. Skødeberg Analyzing rating transitions and rating drift with continuous observations Journal of Banking and Finance 26 2002 423-444
18. G. Löffler Ratings versus market-based measures of default risk in portfolio governance In: R. Cantor (eds.) Recent Research on Credit Ratings (special issue) Journal of Banking and Finance 28 11 2004 this issue
19. L. Norden M. Weber Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements In: R. Cantor (eds.) Recent Research on Credit Ratings (special issue) Journal of Banking and Finance 28 11 2004 this issue
20. W. Perraudin A. Taylor On the consistency of ratings and bond market yields In: R. Cantor (eds.) Recent Research on Credit Ratings (special issue) Journal of Banking and Finance 28 11 2004 this issue
21. C. Reinhart Credit ratings, default, and financial crises: Evidence from emerging Markets World Bank Economic Review 16 2 2002 151-170
22. A. Sy Rating the rating agencies: Anticipating currency crises or debt crises? In: R. Cantor (eds.) Recent Research on Credit Ratings (special issue) Journal of Banking and Finance 28 11 2004 this issue
23. C. Zhou Credit rating and corporate defaults Journal of Fixed Income 3 11 2001 30-40