BibSonomy :: user  :: smicha ::

bookmarks

publications

(19)   

• Modeling Eurobond credit ratings and forecasting downgrade probability
  Katiuscia Manzoni International Review of Financial Analysis13(3):277--300002004.
  to rating Bond by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Timing of investments in emerging markets: the case of Malaysia and Singapore
  Octave Jokung N. Journal of Multinational Financial Management8(2-3):199--210Sep1998.
  to rating Country by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Unemployment compensation finance and labor market rigidity
  Pierre Cahuc and Franck Malherbet Journal of Public Economics88(3-4):481--501Mar2004.
  to Experience rating by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• A multi-factor, credit migration model for sovereign and corporate debts
  Jason Z. Wei Journal of International Money and Finance22(5):709--735Oct2003.
  to rating Credit by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• The ordered qualitative model for credit rating transitions
  D. Feng and C. Gourieroux and J. Jasiak Journal of Empirical Finance15(1):111--130Jan2008.
  to rating Credit by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Using differential evolution to improve the accuracy of bank rating systems
  Thiemo Krink and Sandra Paterlini and Andrea Resti Computational Statistics \& Data Analysis52(1):68--87Sep2007.
  to Credit rating by smicha and 1 other person on Apr 23, 2008, 2:55 PM
  URL | BibTeX 
• An empirical comparison of default risk forecasts from alternative credit rating philosophies
  Daniel Rösch International Journal of Forecasting21(1):37--51002005.
  to rating Credit by smicha on Apr 22, 2008, 3:17 PM
  URL | BibTeX 
• The informational content of unsolicited ratings
  Patrick Behr and Andr'e Güttler Journal of Banking \& Finance32(4):587--599Apr2008.
  to Rating agency by smicha on Apr 22, 2008, 1:53 PM
  URL | BibTeX 
• Stability of rating transitions
  Pamela Nickell and William Perraudin and Simone Varotto Journal of Banking \& Finance24(1-2):203--227Jan2000.
  to Bond rating by smicha on Apr 22, 2008, 1:53 PM
  URL | BibTeX 
• Generally accepted rating principles: A primer
  Jan Pieter Krahnen and Martin Weber Journal of Banking \& Finance25(1):3--23Jan2001.
  to Corporate rating by smicha on Apr 22, 2008, 1:53 PM
  URL | BibTeX 
• Analyzing rating transitions and rating drift with continuous observations
  David Lando and Torben M. Skodeberg Journal of Banking \& Finance26(2-3):423--444Mar2002.
  to transitions Rating by smicha on Apr 22, 2008, 1:53 PM
  URL | BibTeX 
• The national market impact of sovereign rating changes
  Robert Brooks and Robert W. Faff and David Hillier and Joseph Hillier Journal of Banking \& Finance28(1):233--250Jan2004.
  to rating Sovereign changes by smicha on Apr 22, 2008, 1:53 PM
  URL | BibTeX 
• How rating agencies achieve rating stability
  Edward I. Altman and Herbert A. Rijken Journal of Banking \& Finance28(11):2679--2714Nov2004.
  to Rating agencies by smicha on Apr 22, 2008, 1:53 PM
  URL | BibTeX 
• Are credit ratings procyclical?
  Jeffery D. Amato and Craig H. Furfine Journal of Banking \& Finance28(11):2641--2677Nov2004.
  to Rating agencies by smicha on Apr 22, 2008, 1:53 PM
  URL | BibTeX 
• Confidence sets for continuous-time rating transition probabilities
  Jens H. E. Christensen and Ernst Hansen and David Lando Journal of Banking \& Finance28(11):2575--2602Nov2004.
  to Rating transitions by smicha on Apr 22, 2008, 1:53 PM
  URL | BibTeX 
• Sovereign credit ratings: Guilty beyond reasonable doubt?
  Nada Mora Journal of Banking \& Finance30(7):2041--2062Jul2006.
  to rating agencies Credit by smicha on Apr 22, 2008, 1:53 PM
  URL | BibTeX 
• Modelling the economic value of credit rating systems
  Rainer Jankowitsch and Stefan Pichler and Walter S. A. Schwaiger Journal of Banking \& Finance31(1):181--198Jan2007.
  to system Rating by smicha on Apr 22, 2008, 1:53 PM
  URL | BibTeX 
• The adjustment of credit ratings in advance of defaults
  Andr'e Güttler and Mark Wahrenburg Journal of Banking \& Finance31(3):751--767Mar2007.
  to Credit agencies rating by smicha on Apr 22, 2008, 1:53 PM
  URL | BibTeX 
• Bankruptcy probability changes and the differential informativeness of bond upgrades and downgrades
  Yongtae Kim and Sandeep Nabar Journal of Banking \& Finance31(12):3843--3861Dec2007.
  to Bond rating by smicha on Apr 22, 2008, 1:53 PM
  URL | BibTeX