Are Ratings Consistent with Default Probabilities?: Empirical Evidence on Banks in Emerging Market Economies-Reference-Cited by-同舟云学术

Are Ratings Consistent with Default Probabilities?: Empirical Evidence on Banks in Emerging Market Economies

Published:2007-08 Issue:4 Volume:43 Page:5-23
ISSN:1540-496X
Container-title:Emerging Markets Finance and Trade
language:en
Short-container-title:Emerging Markets Finance and Trade

Author:

Godlewski Christophe J.¹

Affiliation:

1. a Université Louis Pasteur, Strasbourg

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.2753/REE1540-496X430401

Reference43 articles.

1. Allen, F., and D. Gale. 2000. Comparing Financial Systems. Cambridge, MA: MIT Press.

2. Altman, E.I., and H.A. Rijken. 2004. "How Rating Agencies Achieve Rating Stability." Journal of Banking and Finance 28, no. 11: 2679-2714.

3. Amato, J.D., and C.H. Furfine. 2004. "Are Credit Ratings Procyclical?" Journal of Banking and Finance 28, no. 11: 2641-2677.

4. Basçi, E., and M.F. Ekinci. 2005. "Bond Premium in Turkey: Inflation Risk or Default Risk?" Emerging Markets Finance and Trade 41, no. 2 (March-April): 25-40.

5. Berger, A.N.; S.M. Davies; and M.J. Flannery. 2000. "Comparing Market and Supervisory Assessments of Bank Performance: Who Knows What When?" Journal of Money, Credit and Banking 32, no. 3: 641-667.

Cited by 11 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Are Bankruptcy Prediction Models Effective for Predicting Ratings? An Empirical Investigation of Altman’s Model in Indian Corporate Sector;Vision: The Journal of Business Perspective;2023-12-25

2. Temporal dependence and bank efficiency drivers in OECD: A stochastic DEA-ratio approach based on generalized auto-regressive moving averages;Expert Systems with Applications;2023-03

3. Credit risk stress testing in a cluster of Russian commercial banks;Business Informatics;2019-09-30

4. HOW DO RATING AGENCIES’ DECISIONS IMPACT STOCK MARKETS? A META‐ANALYSIS;Journal of Economic Surveys;2019-03-19

5. Increase of banks’ credit risks forecasting power by the usage of the set of alternative models;Russian Journal of Economics;2018-06-30