We are grateful to Frank Skinner, Chris Brooks, Herbert Rijken and an anonymous referee for insightful comments and suggestions that greatly improved the quality and presentation of the paper. We would also like to thank Jean-Martin Aussant, Emese Lazar, Naoufel El-Bachir and participants in the 2005 China International Conference in Finance and the 2005 C.R.E.D.I.T Conference on ‘Counterparty Credit Risk’ for helpful comments. All errors and omissions are our responsibility. This paper was previously titled ‘Predicting agency rating migrations with spread implied ratings.
Timeliness of Spread Implied Ratings
Article first published online: 14 MAR 2007
© 2007 The Authors Journal compilation © 2007 Blackwell Publishing Ltd
European Financial Management
Volume 14, Issue 3, pages 503–527, June 2008
How to Cite
Kou, J. and Varotto, S. (2008), Timeliness of Spread Implied Ratings. European Financial Management, 14: 503–527. doi: 10.1111/j.1468-036X.2007.00362.x
- Issue published online: 14 MAR 2007
- Article first published online: 14 MAR 2007
Options for accessing this content:
- If you have access to this content through a society membership, please first log in to your society website.
- If you would like institutional access to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!