This study examines the impact of credit rating upgrades and downgrades on six comprehensive banks' asset classes, profitability, leverage and size using data from the Federal Deposit Insurance Corporation's call reports and Bloomberg over the period 1989-2008. In summary, the results suggest...

This empirical study analyzes the information and predictive content of the Baltic Dry Index (BDI) with respect to a range of financial assets and the macroeconomy. By using panel methodological approaches and daily data spanning the period 1985–2012, the empirical analysis documents the joint...