Bank rating migrations before and since the onset of the financial crisis

6533b85afe1ef96bd12b8a77

RESEARCH PRODUCT

Bank rating migrations before and since the onset of the financial crisis

Carlos Salvador Muñoz Luis Tormo García María Del Carmen Ramos-herrera

subject

Economics and Econometrics 050208 finance Accounting 0502 economics and business 05 social sciences Financial crisis Economics Financial system Replicate 050207 economics Finance

description

This paper analyses bank rating dynamics in Europe and the United States from 2000 to 2016. In particular, two questions are addressed: (i) whether the rating agencies replicate prior changes in ra...

year	journal	country	edition	language
2020-11-20	Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad

https://doi.org/10.1080/02102412.2020.1805953

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