The Adjustment of Credit Ratings of Defaulted Issuers
Year of publication: |
2005
|
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Authors: | Güttler, André ; Wahrenburg, Mark |
Publisher: |
Frankfurt a. M. : Johann Wolfgang Goethe-Universität Frankfurt am Main, Fachbereich Wirtschaftswissenschaften |
Subject: | Kreditwürdigkeit | Konkurs | Informationsverhalten | Schätzung | Welt | Rating Agency | Moody's Investors Service | Standard and Poor's Corporation New York, NY | rating agencies | validation | leader- follower analysis | Granger causality |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 488262224 [GVK] hdl:10419/23420 [Handle] |
Classification: | G23 - Pension Funds; Other Private Financial Institutions ; G15 - International Financial Markets ; G33 - Bankruptcy; Liquidation |
Source: |
-
Using a Bootstrap Approach to Rate the Raters
Güttler, André, (2004)
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Binder, Jens-Hinrich, (2021)
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Collateral-Enhanced Default Risk
Kenyon, Chris, (2013)
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The Adjustment of Credit Ratings in Advance of Defaults
Güttler, André, (2007)
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The adjustment of credit ratings of defaulted issuers
Güttler, André, (2005)
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Validierung von Ratingsystemen
Güttler, André, (2007)
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