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Hauck, A. 
ORCID: 0000-0002-6949-6732 and Neyer, U.,
2014.
Disagreement between rating agencies and bond opacity: a theoretical perspective.
Economics Letters, 123 (1), pp. 82-85.
ISSN 0165-1765
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Official URL: http://doi.org/10.1016/j.econlet.2014.01.027
Abstract
In this paper, we explicitly model a bond rating process under varying degrees of bond opacity and derive conditions under which disagreements between rating agencies (rating splits) can serve as a useful proxy for opacity in empirical analyses.
| Item Type: | Journal article | ||||||
|---|---|---|---|---|---|---|---|
| Publication Title: | Economics Letters | ||||||
| Creators: | Hauck, A. and Neyer, U. | ||||||
| Publisher: | Elsevier | ||||||
| Date: | 2014 | ||||||
| Volume: | 123 | ||||||
| Number: | 1 | ||||||
| ISSN: | 0165-1765 | ||||||
| Identifiers: |
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| Divisions: | Schools > Nottingham Business School | ||||||
| Record created by: | Jonathan Gallacher | ||||||
| Date Added: | 22 Feb 2019 08:27 | ||||||
| Last Modified: | 22 Feb 2019 08:28 | ||||||
| URI: | https://irep.ntu.ac.uk/id/eprint/35790 |
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