Alsakka, R. ; ap Gwilym, O. ; Vu, N.T. The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis. 2014 Journal of International Money and Finance. 49 235-257
Arezki, R. ; Candelon, B. ; Sy, A.N.R. Sovereign rating news and financial markets spillovers: Evidence from the European debt crisis. 2011 :
Bank for International Settlements (BIS), The impact of sovereign credit risk on bank funding conditions. 2011 Committee on the Global Financial System. -
Bannier, C.E. ; Behr, P. ; Gűttler, A. Rating opaque borrowers: Why are unsolicited ratings lower?. 2010 Review of Finance. 14 263-294
Bar-Isaac, H. ; Shapiro, J. Ratings quality over the business cycle. 2013 Journal of Financial Economics. 108 62-78
Becker, B. ; Milbourn, T. How did increased competition affect credit ratings?. 2011 Journal of Financial Economics. 101 493-514
Borensztein, E. ; Cowan, K. ; Valenzuela, P. Sovereign ceiling lite? The impact of sovereign ratings on corporate ratings in emerging market economies. 2013 Journal of Banking and Finance. 37 4014-4024
Caporale, G. ; Matousek, R. ; Stewart, C. Ratings assignments: Lessons from international banks. 2012 Journal of International Money and Finance. 31 593-1606
- Caselli, S. ; Gandolfi, G. ; Soana, M. The impact of sovereign rating news on European banks. 2014 European Financial Management. 22 142-167
Paper not yet in RePEc: Add citation now
Correa, R. ; Lee, K. ; Sapriza, H. ; Suarez, G.A. Sovereign credit risk, banks' government support, and bank stock returns around the world. Journal of Money. 2014 Credit and Banking. 46 93-121
De Bruyckere, V. ; Gerhardt, M. ; Schepens, G. ; Vennet, R.V. Bank/sovereign risk spillovers in the European debt crisis. 2013 Journal of Banking and Finance. 37 4793-4809
De Jonghe, O. Back to the basics in banking? A micro-analysis of banking system stability. 2010 Journal of Financial Intermediation. 19 387-417
Demirgüç-Kunt, A. ; Huizinga, H. Bank activity and funding strategies: The impact on risk and returns. 2010 Journal of Financial Economics. 98 626-650
Duff, A. ; Einig, S. Credit ratings quality: The perceptions of market participants and other interested parties. 2009 British Accounting Review. 41 141-153
Faulkender, M. ; Petersen, M. Does the source of capital affect capital structure?. 2006 Review of Financial Studies. 19 45-79
- Fitch, R. Country ceilings effective from 13 August 2012 – 9 August 2013. 2012 :
Paper not yet in RePEc: Add citation now
Fulghieri, P. ; Strobl, G. ; Xia, H. The economics of solicited and unsolicited credit ratings. 2014 Review of Financial Studies. 27 484-518
Hau, H. ; Langfield, S. ; Marques-Ibanez, D. Bank ratings: What determines their quality? Economic policy. 2013 April. 289-333
Huang, Y. ; Shen, C. The sovereign effect on bank credit ratings. 2015 Journal of Financial Services Research. 47 341-379
Jiménez, G. ; Ongena, S. ; Peydró, J. ; Saurina, J. Credit supply and monetary policy: Identifying the Bank balance-sheet channel with loan applications. 2012 American Economic Review. 102 2301-2326
Jorion, P. ; Liu, Z. ; Shi, C. Informational effects of regulation FD: Evidence from rating agencies. 2005 Journal of Financial Economics. 76 309-330
Lemmon, M. ; Roberts, M.R. The response of corporate financing and investment to changes in the supply of credit. 2010 Journal of Financial and Quantitative Analysis. 45 555-587
Li, J. ; Shin, Y.S. ; Moore, W.T. Reactions of Japanese markets to changes in credit ratings by global and local agencies. 2006 Journal of Banking and Finance. 30 1007-1021
Opp, C.C. ; Opp, M.M. ; Harris, M. Rating agencies in the face of regulation. 2013 Journal of Financial Economics. 108 46-61
Petersen, M. Estimating standard errors in finance panel data sets: Comparing approaches. 2009 Review of Financial Studies. 22 435-480
Petersen, M. ; Rajan, R.G. The benefits of lending relationships: Evidence from small business data. 1994 Journal of Finance. 49 3-37
Poon, W. Are unsolicited credit ratings biased downward?. 2003 Journal of Banking and Finance. 27 593-614
Poon, W. ; Evans, D. Regulation Fair Disclosure's effect on the information content of bond rating changes. 2013 European Financial Management. 19 775-800
Poon, W. ; Lee, J. ; Gup, B.E. Do solicitations matter in bank credit ratings? Results from a study of 72 countries. Journal of Money. 2009 Credit and Banking. 41 285-314
Ramakrishnan, R.T.S. ; Thakor, A.V. Information reliability and a theory of financial intermediation. 1984 Review of Economic Studies. 51 415-432
- Rosenbaum, P.R. ; Rubin, D.B. Constructing a control group using multivariate matched sampling methods that incorporate the propensity score. 1985 The American Statistician. 39 33-38
Paper not yet in RePEc: Add citation now
- Rubin, D.B. ; Thomas, N. Matching using estimated propensity scores: Relating theory to practice. 1996 Biometrics. 52 249-264
Paper not yet in RePEc: Add citation now
- S and P Policy on Assignment of Credit Ratings, May 2014.
Paper not yet in RePEc: Add citation now
- S and P Policy on Withdrawals, Suspensions, Discontinuances and conversions. 2014 December. -
Paper not yet in RePEc: Add citation now
- S and P, Ratings on seven European sovereigns and the European central bank converted to unsolicited ratings. February 24, 2011. 2011 :
Paper not yet in RePEc: Add citation now
- S and P, Ratings on six Asia-Pacific sovereigns converted to unsolicited ratings. February 24, 2011. 2011 :
Paper not yet in RePEc: Add citation now
- S and P, Ratings on the U.S. Government converted to unsolicited ratings. February 24, 2011. 2011 :
Paper not yet in RePEc: Add citation now
Shen, C. ; Huang, Y. ; Hasan, I. Asymmetric benchmarking in bank credit rating. Journal of International Financial Markets. 2012 Institutions and Money. 22 171-193
Smith, J.A. ; Todd, P.E. Does matching overcome LaLonde's critique of nonexperimental estimators?. 2005 Journal of Econometrics. 125 305-353
Smith, R. ; Staikouras, C. ; Wood, G. Non-interest income and total income stability. 2003 :
Sy, A.N.R. The systemic regulation of credit rating agencies and rated markets. 2009 World Economics. 10 69-108
Thompson, S.B. Simple formulas for standard errors that cluster by both firm and time. 2011 Journal of Financial Economics. 99 1-10
Van Roy, P. Is there a difference between solicited and unsolicited bank ratings and if so, why?. 2013 Journal of Financial Services Research. 44 53-86
Williams, G. ; Alsakka, R. ; ap Gwilym, O. Does sovereign creditworthiness affect bank valuations in emerging markets? Journal of International Financial Markets. 2015 Institutions & Money. 36 113-129
Williams, G. ; Alsakka, R. ; ap Gwilym, O. The impact of sovereign rating actions on bank ratings in emerging markets. 2013 Journal of Banking and Finance. 37 563-577
- Wyman, O. The state of European bank funding. November. 2011 :
Paper not yet in RePEc: Add citation now