Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; … - In: Research in International Business and Finance 33 (2015) C, pp. 32-43
This paper assesses the impact of asset backed ratings on the Merrill Lynch US Asset Backed Securities and Commercial Mortgage Backed Securities Index (CABs index) over a period January 1998 through to February 2010. In particular, we examine the relationship between ratings changes of the asset...