Disagreement between rating agencies and bond opacity: A theoretical perspective

C-Tier
Journal: Economics Letters
Year: 2014
Volume: 123
Issue: 1
Pages: 82-85

Authors (2)

Hauck, Achim (Coventry University) Neyer, Ulrike (not in RePEc)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:123:y:2014:i:1:p:82-85
Journal Field
General
Author Count
2
Added to Database
2026-01-25