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Performance of Algorithm-Based Default Risk Grades relative to Analyst-Based Credit Ratings: Evidence from Bond Returns

https://doi.org/10.2139/ssrn.5412984
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VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS
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Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market
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Credit Ratings and Security Prices in the Subprime MBS Market
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Does Regulatory Certification Affect the Information Content of Credit Ratings?
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Credit Ratings and Credit Risk: Is One Measure Enough?
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Did Government Regulations Lead to Inflated Credit Ratings?
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Do Bond Issuers Shop for Favorable Credit Ratings?
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Property-Liability Insurer Financial Strength Ratings: Differences across Rating Agencies
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