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Rating Inflation versus Deflation : On Procyclical Credit Ratings

Chen, Yongmin - 2013

rationale that reconciles the two opposite arguments. We find that both rating inflation and rating deflation can occur in …: some argue that they engage in rating inflation, while others suggest that they deflate ratings. This article offers a … equilibrium. Furthermore, we show that credit rating is procyclical: rating inflation is more likely to happen in a boom while …

Persistent link: https://www.econbiz.de/10013073513

Estimation of misreporting probability in corporate credit rating : a nonparametric approach

Lu, Ruichang; Luo, Yao; Xiao, Ruli - In: International studies of economics 18 (2023) 3, pp. 260-276

There has been heated debate regarding credit-rating agencies' (CRAs') reporting accuracy of corporate credit ratings, which is essential for investors because they rely on those crediting ratings to make investment decisions. We estimate the reporting accuracy using the data on corporate...

Persistent link: https://www.econbiz.de/10014465651

Rating shopping and rating inflation in Israel

Bakalyar, Inna; Galil, Koresh - In: International review of financial analysis 33 (2014), pp. 270-280

Persistent link: https://www.econbiz.de/10010520442

Triple A default

Deng, Kaihua; Qiao, Guannan - In: Pacific-Basin finance journal 74 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013389136

The effect of business and financial market cycles on credit ratings : evidence from the last two decades

Lobo, Gerald J.; Paugam, Luc; Stolowy, Hervé; Astolfi, … - In: Abacus : a journal of accounting, finance and business … 53 (2017) 1, pp. 59-93

Persistent link: https://www.econbiz.de/10011670397

Revisiting the time-varying credit rating policy : a new test of procyclicality

Hwang, Daniel; Kim, Yongjun - In: Applied economics letters 27 (2020) 10, pp. 810-815

Persistent link: https://www.econbiz.de/10012266919

Multiple credit rating : triple rating under the requirement of dual rating in Korea

Ryoo, Juyoun; Lee, Cheolwoo; Jeon, Jin Q. - In: Emerging markets, finance and trade : EMFT 57 (2021) 14, pp. 3960-3983

Persistent link: https://www.econbiz.de/10012650069

Discretionary ratings and the pricing of subprime mortgage-backed securities

Lugo, Stefano - In: Journal of banking & finance 48 (2014), pp. 248-260

Persistent link: https://www.econbiz.de/10010508137

Credit rating agencies and moral values in the evaluation of credit risks

Petrusheva, Nada; Nikolovski, Aleksandar - In: SEER : journal for labour and social affairs in Eastern … 16 (2013) 3, pp. 347-353

Persistent link: https://www.econbiz.de/10010248991

Statistical modeling for credit ratings

Vana, Laura - 2018

Persistent link: https://www.econbiz.de/10011982707

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