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The effects of sovereign rating drifts on financial return distributions : evidence from the European Union

Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of financial analysis 34 (2014), pp. 5-20

Persistent link: https://www.econbiz.de/10010520405

Predicting loss severities for residential mortgage loans : a three-step selection approach

Do, Hung Xuan; Rösch, Daniel; Scheule, Harald - In: European journal of operational research : EJOR 270 (2018) 1, pp. 246-259

Persistent link: https://www.econbiz.de/10011869001

Liquidity constraints, home equity and residential mortgage losses

Do, Hung Xuan; Rösch, Daniel; Scheule, Harald - In: The journal of real estate finance and economics 61 (2020) 2, pp. 208-246

Persistent link: https://www.econbiz.de/10012293163

An analysis of the determinants of bank ratings : comparison across ratings agencies

Bissoondoyal-Bheenick, Ernawtee; Sirimon Treepongkaruna - In: Australian journal of management 36 (2011) 3, pp. 405-424

Persistent link: https://www.econbiz.de/10009410599

Explaining credit ratings of Australian companies : an application of the Merton model

Tanthanongsakkun, Suparatana; Sirimon Treepongkaruna - In: Australian journal of management 33 (2008/09) 2, pp. 261-275

Persistent link: https://www.econbiz.de/10003828958

Determinants of bond spreads : evidence from credit derivatives of Australian firms

Darwin, Tristan; Sirimon Treepongkaruna; Faff, Robert W. - In: Australian journal of management 37 (2012) 1, pp. 29-46

Persistent link: https://www.econbiz.de/10009582207

Determinants of Bond Spreads : Evidence from Credit Derivatives of Australian Firms

Darwin, Tristan - 2012

This paper investigates the determinants of credit spreads (levels and changes) via credit derivatives, using an Australian sample. We incorporate a number of different relationships to assess the contributions of various market-wide and firm-specific factors in determining levels, and changes...

Persistent link: https://www.econbiz.de/10013107047

Do LGBT-supportive corporate policies improve credit ratings? : an instrumental-variable analysis

Pandej Chintrakarn; Sirimon Treepongkaruna; Pornsit Jiraporn - In: Journal of business ethics : JBE 162 (2020) 1, pp. 31-45

Persistent link: https://www.econbiz.de/10012208213

Credit rating downgrades and stock price crash risk : international evidence

Thu Ha Nguyen; Lan, Yihui; Sirimon Treepongkaruna; … - In: Finance research letters 55 (2023) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10014473516

Corporate governance, social responsibility and sustainability commitments by banks : impacts on credit risk and performance

Kittima Ngamvilaikorn; Suntharee Lhaopadchan; Sirimon … - 2024

Persistent link: https://www.econbiz.de/10015101688