The path to impairment : do credit-rating agencies anticipate default events of structured finance transactions?
Year of publication: |
2013
|
---|---|
Authors: | Bodenstedt, Matthias ; Rösch, Daniel ; Scheule, Harald |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 19.2013, 9/10, p. 841-860
|
Subject: | anticipation coefficient | credit-rating agencies | rating quality | global financial crisis | structured finance rating | Finanzkrise | Financial crisis | Kreditwürdigkeit | Credit rating | Strukturiertes Produkt | Structured product | Kreditrisiko | Credit risk | Ratingagentur | Rating agency |
-
CDOs and the financial crisis : credit ratings and fair premia
Wojtowicz, Marcin, (2011)
-
Emerging market sovereign bond spreads, credit ratings and global financial crisis
Özmen, Erdal, (2016)
-
Believe only what you see : credit rating agencies, structured finance, and bonds
Elamin, Mahmoud, (2012)
- More ...
-
Bodenstedt, Matthias, (2013)
-
Dynamic Implied Correlation Modeling and Forecasting in Structured Finance
Löhr, Sebastian, (2013)
-
A Simple Econometric Approach for Modeling Stress Event Intensities
Jobst, Rainer, (2015)
- More ...