Modelling banks’ credit ratings of international agencies

Author:

Karminsky Alexander M.,Khromova Ella

Publisher

Springer Science and Business Media LLC

Reference30 articles.

1. Afonso, A. (2002). Understanding the determinants of government debt ratings: Evidence for the two leading agencies. Department of Economics at the School of Economics and Management, Technical University of Lisbon, Working Papers, 2002/02.

2. Altman, E., & Rijken, H. A. (2004). How rating agencies achieve rating stability. Journal of Banking & Finance, 28(11), 2679–2714.

3. Altman, E. I., & Saunders, A. (1998). Credit risk measurement: Developments over the last 20 years. Journal of Banking & Finance, 21(11–12), 1721–1742.

4. Amato, J. D., & Furfine, C. H. (2004). Are credit ratings procyclical? Journal of Banking & Finance, 28(11), 2641–2677.

5. Ayvazian, S. A., Golovan, S. V., Karminsky, A. M., & Peresetsky, A. A. (2011). About the approaches to a comparison of rating scales. Prikladnaia Ekonometrika (Applied Econometrics), 3(23), 13–40. (in Russian).

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