Zobrazeno 1 - 10
of 28
pro vyhledávání: '"Rasha Alsakka"'
Publikováno v:
Journal of Financial Stability. 60:100999
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::56517a67d7706daebd55b53134a97d5d
https://doi.org/10.1016/j.jfs.2022.100999
https://doi.org/10.1016/j.jfs.2022.100999
Publikováno v:
SSRN Electronic Journal.
Using a unique hand collected sample of professional connections between finance ministers and the directors and top executives of the three largest credit rating agencies for 38 European sovereigns between January 2000 and November 2017, we show tha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a3dd5ddf2f35f91d00df11b202bca927
https://doi.org/10.2139/ssrn.3814957
https://doi.org/10.2139/ssrn.3814957
Publikováno v:
Journal of International Financial Markets, Institutions and Money. 76:101478
The market for sovereign ratings has been dominated by two agencies but credible new entrants have emerged. Decreasing market concentration has potentially significant implications for the quality of sovereign ratings. Using a global dataset from S&P
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::82fb3725d4ce6b8a4b93890a75d857ee
https://doi.org/10.1016/j.intfin.2021.101478
https://doi.org/10.1016/j.intfin.2021.101478
Publikováno v:
Journal of International Money and Finance. 85:40-57
This paper assesses contagion and competition as alternative types of stock market spillovers arising from sovereign rating actions. Our research design is based on the premise that the type of spillover effects within and between groups of countries
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d88f1582394c96b2cc453968c8f60037
https://doi.org/10.1016/j.jimonfin.2018.03.005
https://doi.org/10.1016/j.jimonfin.2018.03.005
Publikováno v:
International Journal of Finance & Economics. 22:216-233
This paper investigates the causes of split sovereign ratings across S&P, Moody's, and Fitch for 64 countries from 1997 to 2011. We identify that split sovereign ratings are not symmetric, with S&P tending to be the most conservative agency. We find
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::51555d5ba591cd6a4d7dd5105a23c835
https://doi.org/10.1002/ijfe.1579
https://doi.org/10.1002/ijfe.1579
Publikováno v:
The British Accounting Review. 49:194-210
This paper integrates three themes on regulation, unsolicited credit ratings, and the sovereign-bank rating ceiling. We reveal an unintended consequence of the EU rating agency disclosure rules upon rating changes, using data for S&P-rated banks in 4
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e4c002052923451964e10c7f17f86e83
https://doi.org/10.1016/j.bar.2016.08.004
https://doi.org/10.1016/j.bar.2016.08.004
We propose a model in which sovereign credit news from multiple rating agencies interacts with market heterogeneity. The model illustrates that the first messenger discloses new information while additional messengers play an important role of coordi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::56574fa41aa6c3cfff7d826261939193
Publikováno v:
The European Journal of Finance. 23:859-884
Motivated by the European debt crisis and the new European Union regulatory regime for the credit rating industry, we analyse differences of opinion in sovereign credit signals and their influence on European stock markets. Rating disagreements have
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::977e8ffbda44a0e6c70d8a517ac66b7d
https://doi.org/10.1080/1351847x.2016.1177565
https://doi.org/10.1080/1351847x.2016.1177565
Publikováno v:
Economic Notes. 44:275-308
We investigate whether there are any identifiable differences in market perceptions of rating news released by Moody's, S&P and Fitch following the establishment of a new regulatory regime in July 2011, when the European Securities and Markets Author
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7c7a9c5aedb2fc8af824768ddf979f17
https://doi.org/10.1111/ecno.12039
https://doi.org/10.1111/ecno.12039
Publikováno v:
Journal of International Financial Markets, Institutions and Money. 36:113-129
We analyse the impact of sovereign rating actions by S&P, Moody's and Fitch on bank valuations in emerging markets. We find strong evidence of a rating channel for the transmission of sovereign risk to bank valuations. Collateral and guarantee channe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9a78aec6bdd72df2d75c5a2d677a83eb
https://doi.org/10.1016/j.intfin.2015.02.001
https://doi.org/10.1016/j.intfin.2015.02.001