This study investigates whether a change in credit ratings lead to a change in dailyexcess
stock returns. The sample includes daily stock price data for US firms listedon the Standard …

the international credit rating evaluation systems are used by global agencies to grade their
lenders which can be non-financial or financial institutions. Also, international credit ratings …

The present paper investigates the relationship between stock prices, credit ratings, and
ESG scores for banks internationally. First, it describes stock prices and ESG scores at an …

Contrary to the common approach of stress-testing under which banks are evaluated
whether they are distressed, this empirical study chooses to move from the micro stress test …

This study investigates the factors that affect Moody's credit ratings of commercial banks
using an ordered probit model. We propose an empirical model designed to forecast bank …

This study examines the impact of change in bank ratings on the lending behavior of large
European banks by comparing a crisis and post-crisis sample. Our findings suggest that, at …

The Governance Effects of Credit Rating Changes Page 1 The Governance Effects of Credit
Rating Changes - A Study of the European Banking Market Tutor: Håkan Locking Magnus …

Objective: The objective of this study is to examine the governance effects of credit rating
changes on banks within the European banking market. Methodology: The objective of this …