Impact of the COVID-19 outbreak on credit ratings: Application of the through-the-cycle approach

DD Terreno, ME Donadille - Revista Contabilidade & Finanças, 2024 - SciELO Brasil
The objective of this study was to analyze how the COVID-19 crisis has affected the
determinants and predictability of the domestic credit rating issued by Fitch Ratings in …

Impacto do surto de COVID-19 nos ratings de crédito: aplicação da abordagem through-the-cycle

DD Terreno, ME Donadille - Revista Contabilidade & Finanças, 2024 - SciELO Brasil
RESUMO O objetivo deste estudo foi analisar como a crise da COVID-19 afetou os
determinantes e a previsibilidade do ratingde crédito doméstico emitida pela Fitch Ratings …

[HTML][HTML] Sensibilidad de las calificaciones crediticias a elasticidades de las razones financieras respecto a variables macroeconómicas: un modelo de árboles de …

AC Parada Rojas, JO Razo De Anda… - Contaduría y …, 2021 - scielo.org.mx
Los factores que influyen en un cambio de calificación crediticia se desconocen porque el
proceso de asignación depende de empresas privadas, por lo que identificar estos factores …

Sensitivity of credit ratings to elasticities of financial ratios with respect to macroeconomic variables: A classifier decision tree model for Mexican companies

AC Parada Rojas, JO Razo De Anda… - Contaduría y …, 2021 - scielo.org.mx
The factors that influence a change in credit rating are unknown because the allocation
process depends on private companies, so identifying these factors in combination with …

Do rating changes signal abnormal returns in stock? Evidence from India

V Gupta - JIMS8M The Journal of Indian Management & …, 2021 - indianjournals.com
DO RATING CHANGES SIGNAL ABNORMAL RETURNS IN STOCK? EVIDENCE FROM
INDIA Page 1 www.IndianJournals.com Members Copy, Not for Commercial Sale …