Richard M Cantor
Finance · 2001–2007
A researcher in the Science corpus: 3 papers; trusts 7 researchers and is trusted by 15 researchers here, as inferred from the citation graph.
Subfields
- Finance — 9 citations into it; #2,406 of 10,518 by trust here, #4,858 by citations
Whom Richard M Cantor trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- D. Lando
- Torben M. Skødeberg
- Carmen M. Reinhart
- A. Sy
- Yusuf Jafry
- Lars Norden
- John C. Hull
- Edwin J. Elton
Who trusts Richard M Cantor overall
- J. Amato
- Craig Furfine
- G. Löffler
- Lawrence J. White
- C. Frost
- Michael B. Gordy
- Edward I. Altman
- F. Coppens
- Aysun Alp
- João A. C. Santos
Papers from Richard M Cantor's perspective
Ordered by how strongly the researchers Richard M Cantor trusts endorse each paper. Same corpus, a different order for every researcher.
- Analyzing rating transitions and rating drift with continuous observations
- The relationship between credit default swap spreads, bond yields, and credit rating announcements
- Default, Currency Crises, and Sovereign Credit Ratings
- Informational Efficiency of Credit Default Swap and Stock Markets: The Impact of Credit Rating Announcements
- Moody’s investors service response to the consultative paper issued by the Basel Committee on Bank Supervision “A new capital adequacy framework”
- Measurement, estimation and comparison of credit migration matrices
- Rating the Rating Agencies: Anticipating Currency Crises or Debt Crises? (Social Science Research Network)
- Factors Affecting the Valuation of Corporate Bonds
- How Rating Agencies Achieve Rating Stability
- Finding Generators for Markov Chains via Empirical Transition Matrices, with Applications to Credit Ratings
Their papers
- Moody’s investors service response to the consultative paper issued by the Basel Committee on Bank Supervision “A new capital adequacy framework” (2001) — 159 citations
- Sovereign Credit Ratings (2007) — 114 citations
- An introduction to recent research on credit ratings (2004) — 122 citations