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Publications scientifiques

Extracting systematic factors in a continuous-time credit migration model... The model is …tted to a portfolio of S&P rated corporates....
général - core.ac.uk - PDF: citeseerx.ist.psu.edu
Metrics for comparing credit migration matrices... We then apply these metrics to credit rating histories of S&P rated U.S....
général - core.ac.uk - PDF: fic.wharton.upenn.edu
Does the stock market react to unsolicited ratings?This paper investigates whether the stock market reacts to unsolicited ratings for a sample of S&P rated firms from January 1996 to December 2005....
général - core.ac.uk - PDF: core.ac.uk
The impact of credit ratings on the information content of earnings announcements: evidence from the us stock market...markets.DATA AND METHODOLOGY:The empirical analysis of this study is based on 81,990 earnings announcements (from 2,765 unique firms) made in the US stock market by S&P rated firms in the period from February 1986 to December 2013....
général - core.ac.uk - PDF: aaltodoc.aalto.fi

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technologie et réglementation technique - iate.europa.eu
technologie et réglementation technique - iate.europa.eu
technologie et réglementation technique - iate.europa.eu


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