Examining the Validity of Credit Ratings Assigned to Credit Derivatives

被引：0
|
作者：
Lee, Chih-Wei [1 ]
Kuo, Cheng-Kun [2 ]
机构：
[1] Natl Taipei Univ Business, Dept Finance, Taipei, Taiwan
[2] Natl Taiwan Univ, Dept Int Business, Taipei, Taiwan
来源：
GLOBAL CREDIT REVIEW | 2015年 / 5卷 / 01期
关键词：
Rating agency; assetbacked security (ABS); collateralized debt obligation (CDO); loss function;
D O I：
10.1142/S201049361550004X
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：49 / 58
页数：10
相关论文
共 50 条
  • [41] Generalist CEOs and Credit Ratings*
    Ma, Zhiming
    Ruan, Lufei
    Wang, Danye
    Zhang, Haiyan
    CONTEMPORARY ACCOUNTING RESEARCH, 2021, 38 (02) : 1009 - 1036
  • [42] Location of banks and their credit ratings
    van Loon, Eric
    de Haan, Jakob
    JOURNAL OF RISK FINANCE, 2015, 16 (03) : 220 - 232
  • [43] Credit Ratings and Market Information
    Piccolo, Alessio
    Shapiro, Joel
    REVIEW OF FINANCIAL STUDIES, 2022, 35 (10): : 4425 - 4473
  • [44] Securitization, Ratings, and Credit Supply
    Daley, Brendan
    Green, Brett
    Vanasco, Victoria
    JOURNAL OF FINANCE, 2020, 75 (02): : 1037 - 1082
  • [45] Climate risk and credit ratings
    Tran, Nhu
    Uzmanoglu, Cihan
    JOURNAL OF FINANCIAL RESEARCH, 2024,
  • [46] CEO Narcissism and Credit Ratings
    Hou, Zehan
    Fairchild, Richard
    Perotti, Pietro
    JOURNAL OF BUSINESS ETHICS, 2024, : 39 - 72
  • [47] Carbon emissions and credit ratings
    Safiullah, Md
    Kabir, Md. Nurul
    Miah, Mohammad Dulal
    ENERGY ECONOMICS, 2021, 100
  • [48] Brand capital and credit ratings
    Hasan, Mostafa Monzur
    Taylor, Grantley
    EUROPEAN JOURNAL OF FINANCE, 2023, 29 (02): : 228 - 254
  • [49] Political similarities in credit ratings
    Nguyen, Quan M. P.
    Do, Hung Xuan
    Molchanov, Alexander
    Nguyen, Lily
    Nguyen, Nhut H.
    INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2023, 86
  • [50] Credit ratings and capital structure
    Kisgen, Darren J.
    JOURNAL OF FINANCE, 2006, 61 (03): : 1035 - 1072
12345