The Information Content of Ratings: An Analysis of Australian Credit Default Swap Spreads-Reference-Cited by-同舟云学术

The Information Content of Ratings: An Analysis of Australian Credit Default Swap Spreads

Published:2014-03 Issue:1 Volume:50 Page:56-75
ISSN:0001-3072
Container-title:Abacus
language:en
Short-container-title:Abacus

Author:

Wang Jue¹,Svec Jiri¹,Peat Maurice¹

Affiliation:

1. The University of Sydney Business School

Publisher

Wiley

Subject

Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/abac.12022/fullpdf

Reference30 articles.

1. ASIC 2008 Review of Credit Rating Agencies and Research Houses. Treasury and Australian Securities and Investments Commission http://www.asic.gov.au/asic/pdflib.nsf/LookupByFileName/rep143.pdf/$file/rep143.pdf

2. ASX 2003 Continuous Disclosure: Listing Rule 3.1 http://www.asxgroup.com.au/media/PDFs/Chapter03.pdf

3. An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps;Blanco;The Journal of Finance,2005

4. Credit Ratings as Coordination Mechanisms;Boot;The Review of Financial Studies,2006

5. Measuring Security Price Performance;Brown;Journal of Financial Economics,1980

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