Do credit rating agencies learn from the options market?
Paul Brockman, Musa Subasi, Jeff Wang, Eliza Zhang
| Year of publication: |
2024
|
|---|---|
| Authors: | Brockman, Paul ; Subasi, Musa ; Wang, Jeff ; Zhang, Eliza Xia |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 70.2024, 11, p. 7851-7867
|
| Subject: | credit rating | credit rating accuracy | credit risk | default probability | options market | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | Ratingagentur | Rating agency | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2023.4980 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015144418