Matches in SemOpenAlex for { <https://semopenalex.org/work/W2056566501> ?p ?o ?g. }
Showing items 1 to 96 of
96
with 100 items per page.
- W2056566501 endingPage "527" @default.
- W2056566501 startingPage "503" @default.
- W2056566501 abstract "Abstract Rating agencies are known to be prudent in their approach to rating revisions, which results in delayed rating adjustments. For a large set of eurobonds we derive credit spread implied ratings and compare them with agency ratings. Our results indicate that spread implied ratings often anticipate the future movement of agency ratings and hence can help track credit risk in a more timely manner. This finding has important implications for risk managers in banks who, under the new Basel 2 regulations, have to rely more on credit ratings for capital allocation purposes, and for portfolio managers who face rating‐related investment restrictions." @default.
- W2056566501 created "2016-06-24" @default.
- W2056566501 creator A5025767345 @default.
- W2056566501 creator A5036327524 @default.
- W2056566501 date "2007-03-14" @default.
- W2056566501 modified "2023-10-15" @default.
- W2056566501 title "Timeliness of Spread Implied Ratings" @default.
- W2056566501 cites W1975785476 @default.
- W2056566501 cites W1985166836 @default.
- W2056566501 cites W1992716676 @default.
- W2056566501 cites W2011886674 @default.
- W2056566501 cites W2021366557 @default.
- W2056566501 cites W2041139478 @default.
- W2056566501 cites W2046519558 @default.
- W2056566501 cites W2055083695 @default.
- W2056566501 cites W2062787493 @default.
- W2056566501 cites W2066848285 @default.
- W2056566501 cites W2076069944 @default.
- W2056566501 cites W2076967436 @default.
- W2056566501 cites W2079816758 @default.
- W2056566501 cites W2100935590 @default.
- W2056566501 cites W2103384523 @default.
- W2056566501 cites W2105973145 @default.
- W2056566501 cites W2132072990 @default.
- W2056566501 cites W2147114104 @default.
- W2056566501 cites W2157881060 @default.
- W2056566501 cites W2170713266 @default.
- W2056566501 cites W3023478198 @default.
- W2056566501 cites W3121214655 @default.
- W2056566501 cites W3121869186 @default.
- W2056566501 cites W3123300179 @default.
- W2056566501 cites W3124429596 @default.
- W2056566501 cites W3125676824 @default.
- W2056566501 cites W3125882657 @default.
- W2056566501 cites W3125912198 @default.
- W2056566501 doi "https://doi.org/10.1111/j.1468-036x.2007.00362.x" @default.
- W2056566501 hasPublicationYear "2007" @default.
- W2056566501 type Work @default.
- W2056566501 sameAs 2056566501 @default.
- W2056566501 citedByCount "24" @default.
- W2056566501 countsByYear W20565665012012 @default.
- W2056566501 countsByYear W20565665012013 @default.
- W2056566501 countsByYear W20565665012014 @default.
- W2056566501 countsByYear W20565665012017 @default.
- W2056566501 countsByYear W20565665012018 @default.
- W2056566501 countsByYear W20565665012019 @default.
- W2056566501 countsByYear W20565665012020 @default.
- W2056566501 countsByYear W20565665012021 @default.
- W2056566501 countsByYear W20565665012022 @default.
- W2056566501 countsByYear W20565665012023 @default.
- W2056566501 crossrefType "journal-article" @default.
- W2056566501 hasAuthorship W2056566501A5025767345 @default.
- W2056566501 hasAuthorship W2056566501A5036327524 @default.
- W2056566501 hasConcept C10138342 @default.
- W2056566501 hasConcept C108170787 @default.
- W2056566501 hasConcept C111472728 @default.
- W2056566501 hasConcept C138885662 @default.
- W2056566501 hasConcept C144133560 @default.
- W2056566501 hasConcept C1453916 @default.
- W2056566501 hasConcept C162118730 @default.
- W2056566501 hasConcept C178350159 @default.
- W2056566501 hasConcept C205208723 @default.
- W2056566501 hasConcept C24308983 @default.
- W2056566501 hasConcept C2780821815 @default.
- W2056566501 hasConceptScore W2056566501C10138342 @default.
- W2056566501 hasConceptScore W2056566501C108170787 @default.
- W2056566501 hasConceptScore W2056566501C111472728 @default.
- W2056566501 hasConceptScore W2056566501C138885662 @default.
- W2056566501 hasConceptScore W2056566501C144133560 @default.
- W2056566501 hasConceptScore W2056566501C1453916 @default.
- W2056566501 hasConceptScore W2056566501C162118730 @default.
- W2056566501 hasConceptScore W2056566501C178350159 @default.
- W2056566501 hasConceptScore W2056566501C205208723 @default.
- W2056566501 hasConceptScore W2056566501C24308983 @default.
- W2056566501 hasConceptScore W2056566501C2780821815 @default.
- W2056566501 hasIssue "3" @default.
- W2056566501 hasLocation W20565665011 @default.
- W2056566501 hasOpenAccess W2056566501 @default.
- W2056566501 hasPrimaryLocation W20565665011 @default.
- W2056566501 hasRelatedWork W1468354382 @default.
- W2056566501 hasRelatedWork W2139130483 @default.
- W2056566501 hasRelatedWork W2289746664 @default.
- W2056566501 hasRelatedWork W2356651304 @default.
- W2056566501 hasRelatedWork W2368442854 @default.
- W2056566501 hasRelatedWork W2382783850 @default.
- W2056566501 hasRelatedWork W3008010582 @default.
- W2056566501 hasRelatedWork W3010159172 @default.
- W2056566501 hasRelatedWork W3205550944 @default.
- W2056566501 hasRelatedWork W4206960362 @default.
- W2056566501 hasVolume "14" @default.
- W2056566501 isParatext "false" @default.
- W2056566501 isRetracted "false" @default.
- W2056566501 magId "2056566501" @default.
- W2056566501 workType "article" @default.