摘要: … of their ratings but also on the effects of their ratings on the … ) even when rating agencies pursue an accurate rating policy, … competition between rating agencies can lead to rating …
unirioja.es
core.ac.uk
sci-hub.se 参考文章(72)
Erik Stafford, Joshua Coval, Valuing Risky Debt ,(2008)
Maria Teresa Giraudo, Laura Sacerdote, Cristina Zucca, A Monte Carlo Method for the Simulation of First Passage Times of Diffusion Processes Methodology and Computing in Applied Probability. ,vol. 3, pp. 215- 231 ,(2001) , 10.1023/A:1012261328124
Michael J. Brennan, Corporate Investment Policy Handbook of The Economics of Finance. ,vol. 1, pp. 167- 214 ,(2003) , 10.1016/S1574-0102(03)01007-0
Eric Maskin, Jean Tirole, Markov Perfect Equilibrium Journal of Economic Theory. ,vol. 100, pp. 191- 219 ,(2001) , 10.1006/JETH.2000.2785
Guillermo A. Calvo, Servicing the Public Debt: The Role of Expectations Contributions to economic analysis. ,vol. 181, pp. 241- 266 ,(1989) , 10.1016/B978-0-444-87387-3.50017-7
Robert P. Flood, Peter M. Garber, Collapsing exchange-rate regimes: Some linear examples Journal of International Economics. ,vol. 17, pp. 1- 13 ,(1984) , 10.1016/0022-1996(84)90002-3
Steven E. Shreve, Ioannis Karatzas, Brownian Motion and Stochastic Calculus ,(1987)
Daniel M. Covitz, , Paul Harrison, Testing Conflicts of Interest at Bond Rating Agencies with Market Anticipation: Evidence that Reputation Incentives Dominate Social Science Research Network. ,vol. 2003, pp. 1- 37 ,(2003) , 10.17016/FEDS.2003.68
Peter Tufano, Sanjiv Rangan Das, Pricing Credit-Sensitive Debt When Interest Rates, Credit Ratings and Credit Spreads are Stochastic Social Science Research Network. ,(1996)
MARK J. FLANNERY, Asymmetric Information and Risky Debt Maturity Choice Journal of Finance. ,vol. 41, pp. 19- 37 ,(1986) , 10.1111/J.1540-6261.1986.TB04489.X