The Systemic Risk Implications of Using Credit Ratings Versus Quantitative Measures to Limit Bond Portfolio Risk
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance,Accounting
Link
http://link.springer.com/content/pdf/10.1007/s10693-019-00321-9.pdf
Reference27 articles.
1. Acharya VV, Pedersen LH, Philippon T, Richardson M (2017) Measuring systemic risk. Rev Financ Stud 30:2–47
2. Allen F, Carletti E (2013) What is systemic risk? J Money Credit Bank 45:121–127
3. Altman EI, Rijken HA (2004) How rating agencies achieve rating stability. J Bank Financ 28:2679–2714
4. Baghai R, Becker B, Pitschner S (2018) The private use of credit ratings: evidence from investment mandates. Working Paper
5. Becker B, Ivashina V (2015) Reaching for yield in the bond market. J Financ 70:1863–1902
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