Concepedia

Rating Split Changes

Rating Split Changes is a metric in credit risk analysis that quantifies the divergence or convergence in credit ratings assigned to the same entity by different rating agencies over time, distinguishing it from individual rating revisions by focusing specifically on inter-agency discrepancies.

19

Publications

856

Citations

52

Authors

30

Institutions

Publications per year

2017–2026

2

Parents

Publications

19

The Price Impact of Rating Announcements: Which Announcements Matter?

Marian Micu, Eli M. Remolona, Philip Wooldridge · SSRN Electronic Journal · 2006 · 110 citations · Full text

, , +14

A Comparison of Bond Ratings from Moody's S&P and Fitch IBCA

Jeff Jewell, Miles Livingston · Financial Markets Institutions and Instruments · 1999 · 103 citations · Full text

, , +8

The impact of rating changes in Australian financial markets

Adam Creighton, Luke Gower, Anthony J. Richards · Pacific-Basin Finance Journal · 2007 · 84 citations

, , +14

Split bond ratings and rating migration

Miles Livingston, Andy Naranjo, Lei Zhou · Journal of Banking & Finance · 2008 · 83 citations

, , +9

The ordered qualitative model for credit rating transitions

D. Feng, Christian Gouriéroux, Joann Jasiak · Journal of Empirical Finance · 2007 · 68 citations

, , +12

1–5 of 19

Authors

52

  1. CG
    Christian Gouriéroux

    University of Toronto, Canada

    2 publications · 81 citations

    2

    h-index

  2. JJ
    Joann Jasiak

    York University, Canada

    2 publications · 81 citations

    2

    h-index

  3. GR
    G. Rodney Thompson

    Virginia Tech, United States

    2 publications · 115 citations

    2

    h-index

  4. ML
    Miles Livingston

    University of Florida, United States

    2 publications · 186 citations

    2

    h-index

  5. MW
    Matthias Weber

    Austrian Institute of Technology, Austria

    1 publications · 27 citations

    1

    h-index

1–5 of 52

Institutions

30

  1. University of Toronto

    Toronto, Canada

    2 h-index

    2 publications

    81 citations

  2. York University

    Toronto, Canada

    2 h-index

    3 publications

    94 citations

  3. University of Florida

    Gainesville, United States

    2 h-index

    3 publications

    269 citations

  4. Roberts Wesleyan College

    Rochester, United States

    1 h-index

    1 publications

    57 citations

  5. IE University

    Segovia, Spain

    1 h-index

    1 publications

    11 citations

  6. European Corporate Governance Institute

    Brussels, Belgium

    1 h-index

    1 publications

    11 citations

  7. Northern Illinois University

    DeKalb, United States

    1 h-index

    1 publications

    83 citations

  8. National Taiwan University

    Taipei, Taiwan

    1 h-index

    1 publications

    10 citations

1–8 of 30

Venues

  1. SSRN Electronic Journal

    Repository · 3 publications · 148 citations

    3

    h-index

  2. Financial Management

    FM · 2 publications · 125 citations

    2

    h-index

  3. Financial Review

    FR · 1 publications · 57 citations

    1

    h-index

  4. RePEc: Research Papers in Economics

    Repository · 1 publications · 27 citations

    1

    h-index

  5. Pacific-Basin Finance Journal

    1 publications · 84 citations

    1

    h-index

1–5