1. The comparison of empirical methods for modeling credit ratings of industrial companies from BRICS countries. (2020). Grishunin, Sergei ; Dyachkova, Natalya ; Karminsky, Alexander M ; Bisenov, Maxim.
   In: Eurasian Economic Review.
   RePEc:spr:eurase:v:10:y:2020:i:2:d:10.1007_s40822-019-00130-4.

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2. Empirical study of the relationship between credit cycles and changes in credit ratings. (2020). Dyachkova, N ; Karminsky, A.
   In: Journal of the New Economic Association.
   RePEc:nea:journl:y:2020:i:48:p:138-160.

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3. The finer points of model comparison in machine learning: forecasting based on russian banks’ data. (2019). Mamedli, Mariam ; Shibitov, Denis.
   In: Bank of Russia Working Paper Series.
   RePEc:bkr:wpaper:wps43.

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4. Increase of banks’ credit risks forecasting power by the usage of the set of alternative models. (2018). Karminsky, Alexandr ; Khromova, Ella .
   In: Russian Journal of Economics.
   RePEc:arh:jrujec:v:4:y:2018:i:2:p:155-174.

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5. Russian Bank Credit Ratings and Bank License Withdrawal 2012-2016. (2017). Peresetsky, Anatoly ; Zhivaikina, A.
   In: Journal of the New Economic Association.
   RePEc:nea:journl:y:2017i:36:p:49-80.

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6. Modelling banks’ credit ratings of international agencies. (2016). Karminsky, Alexandr ; Khromova, Ella .
   In: Eurasian Economic Review.
   RePEc:spr:eurase:v:6:y:2016:i:3:d:10.1007_s40822-016-0058-5.

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7. Rating models: emerging market distinctions. (2016). Karminsky, Alexandr.
   In: Papers.
   RePEc:arx:papers:1607.02422.

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8. Анализ вероятностных соответствий меж ду рейтингами ведущих меж дународных компаний Moody’s, Fitch и standard&poor’s. (2015). ОШЕРОВИЧ ИННА ЛЬВОВНА, .
   In: Вестник Финансового университета.
   RePEc:scn:031255:15897554.

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9. .

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10. Arm’s Length Method for Comparing Rating Scales. (2013). Karminsky, Alexandr ; Solodkov, Vasily ; Hainsworth, Richard .
    In: Eurasian Economic Review.
    RePEc:spr:eurase:v:3:y:2013:i:2:p:114-135.

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11. Stress Testing for Russian Real Sector: First Approach. (2012). salnikov, vladimir ; Mogilat, A. ; Maslov, I..
    In: Journal of the New Economic Association.
    RePEc:nea:journl:y:2012:i:16:p:46-70.

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12. An approach to ratings mapping. (2011). Peresetsky, Anatoly ; Karminsky, Alexandr ; Aivazian, Sergey ; Golovan, Sergey .
    In: Applied Econometrics.
    RePEc:ris:apltrx:0090.

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13. What factors drive the Russian banks license withdrawal. (2011). Peresetsky, Anatoly.
    In: MPRA Paper.
    RePEc:pra:mprapa:41507.

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14. Models for Moody’s bank ratings. (2011). Peresetsky, Anatoly ; Karminsky, Alexandr.
    In: MPRA Paper.
    RePEc:pra:mprapa:34864.

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15. Models for the External Support Component of Moodys Bank Ratings. (2009). Peresetsky, Anatoly.
    In: Applied Econometrics.
    RePEc:ris:apltrx:0029.

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16. Models for Moodys bank ratings. (2008). Peresetsky, Anatoly ; Karminsky, Alexandr.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2008_017.

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1. Credit Ratings, Private Information, and Bank Monitoring Ability. (2016). Roszbach, Kasper ; Nakamura, Leonard.
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2. Sovereign ratings in the post-crisis world : an analysis of actual, shadow and relative risk ratings. (2013). Ratha, Dilip ; Basu, Kaushik ; De, Supriyo ; Timmer, Hans .
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3. An Empirical Analysis of Changes in the Relative Timeliness of Issuer-Paid vs. Investor-Paid Ratings. (2013). Milidonis, Andreas ; Guidolin, Massimo ; Berwart, Erik .
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4. Credit ratings and bank monitoring ability. (2013). Roszbach, Kasper ; Nakamura, Leonard.
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5. Short Sales Constraints and Financial Stability: Evidence from the Spanish 2011 Ban. (2012). Mayordomo, Sergio ; Arce, Oscar.
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6. Who benefits from capital account liberalization? Evidence from firm-level credit ratings data. (2012). Valenzuela, Patricio ; Schindler, Martin ; Prati, Alessandro.
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7. Ratings assignments: Lessons from international banks. (2012). Stewart, Chris ; Matousek, Roman ; Caporale, Guglielmo Maria.
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8. Granularity adjustment for mark-to-market credit risk models. (2012). Marrone, James ; Gordy, Michael.
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   RePEc:eee:jbfina:v:36:y:2012:i:7:p:1896-1910.

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9. Credit rating dynamics in the presence of unknown structural breaks. (2012). Xing, Haipeng ; Chen, Ying ; Sun, Ning.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:36:y:2012:i:1:p:78-89.

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10. Asymmetric benchmarking in bank credit rating. (2012). HASAN, IFTEKHAR ; Shen, Chung-Hua ; Huang, Yu-Li.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:1:p:171-193.

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11. Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?. (2012). BORIO, Claudio ; Zhu, Haibin .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:8:y:2012:i:4:p:236-251.

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12. Gaining insight into student satisfaction using comprehensible data mining techniques. (2012). Goethals, Frank ; Giangreco, Antonio ; Mola, Lapo ; Dejaeger, Karel ; Baesens, Bart.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:218:y:2012:i:2:p:548-562.

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13. Costly information transmission in continuous time with implications for credit rating announcements. (2012). Wang, Hefei .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:9:p:1402-1413.

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14. What factors drive the Russian banks license withdrawal. (2011). Peresetsky, Anatoly.
    In: MPRA Paper.
    RePEc:pra:mprapa:41507.

    Full description at Econpapers || Download paper

15. Models for Moody’s bank ratings. (2011). Peresetsky, Anatoly ; Karminsky, Alexandr.
    In: MPRA Paper.
    RePEc:pra:mprapa:34864.

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16. Are Corporate Default Probabilities Consistent with the Static Tradeoff Theory?. (2011). Titman, Sheridan ; Kayhan, Ayla ; Hovakimian, Armen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17290.

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17. Probability of default models of Russian banks. (2011). Peresetsky, Anatoly ; Karminsky, Alexandr.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:44:y:2011:i:4:p:297-334.

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18. Discrete Time Non-Homogeneous Semi-Markov Reliability Transition Credit Risk Models and the Default Distribution Functions. (2011). .
    In: Computational Economics.
    RePEc:kap:compec:v:38:y:2011:i:4:p:465-481.

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19. Time to change. Rating changes and policy implications. (2011). Posch, Peter.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:80:y:2011:i:3:p:641-656.

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20. Firms debt-equity decisions when the static tradeoff theory and the pecking order theory disagree. (2011). Verbeek, Marno ; de Jong, Abe ; Verwijmeren, Patrick.
    In: Journal of Banking & Finance.
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21. Analyzing the impact of credit migration in a portfolio setting. (2011). Levy, Amnon ; Wang, Yashan ; Tsaig, Yaakov .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:12:p:3145-3157.

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22. Good news, bad news and rating announcements: An empirical investigation. (2011). Galil, Koresh ; Soffer, Gil .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:11:p:3101-3119.

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23. Mergers increase default risk. (2011). Rosen, Richard ; Furfine, Craig H..
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:17:y:2011:i:4:p:832-849.

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24. Employee well-being, firm leverage, and bankruptcy risk. (2010). Derwall, Jeroen ; Verwijmeren, Patrick.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:5:p:956-964.

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25. The economic function of credit rating agencies - What does the watchlist tell us?. (2010). Bannier, Christina ; Hirsch, Christian W..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:12:p:3037-3049.

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26. The development of a simple and intuitive rating system under Solvency II. (2010). Baesens, Bart ; van Laere, Elisabeth.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:46:y:2010:i:3:p:500-510.

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27. Additive cubic spline regression with Dirichlet process mixture errors. (2010). Greenberg, Edward ; Chib, Siddhartha .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:156:y:2010:i:2:p:322-336.

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28. EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?. (2010). Stewart, Chris ; Matousek, Roman ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3074.

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29. Markets: The Credit Rating Agencies. (2010). White, Lawrence.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:24:y:2010:i:2:p:211-26.

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30. The Credit Rating Agencies: Understanding Their Central Role in the Subprime Debacle of 2007-2008. (2009). White, Lawrence.
    In: Working Papers.
    RePEc:ste:nystbu:09-06.

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31. Models for the External Support Component of Moodys Bank Ratings. (2009). Peresetsky, Anatoly.
    In: Applied Econometrics.
    RePEc:ris:apltrx:0029.

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32. Ratings as Measure of Financial Risk: Evolution, Function and Usage. (2009). Peresetsky, Anatoly ; Karminsky, Alexandr.
    In: Journal of the New Economic Association.
    RePEc:nea:journl:y:2009:i:1-2:p:86-102.

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33. Tiebreaker: Certification and Multiple Credit Ratings. (2009). Goetzmann, William ; Bongaerts, Dion ; K. J. Martijn Cremers, ; K. J. Martijn Cremers, .
    In: NBER Working Papers.
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34. Who Benefits from Capital Account Liberalization? Evidence from Firm-Level Credit Ratings Data. (2009). Valenzuela, Patricio ; Schindler, Martin ; Prati, Alessandro.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/210.

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35. An empirical analysis of changes in credit rating properties: Timeliness, accuracy and volatility. (2009). Cheng, Mei ; Neamtiu, Monica .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:47:y:2009:i:1-2:p:108-130.

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36. The credit rating process and estimation of transition probabilities: A Bayesian approach. (2009). Stefanescu, Catalina ; Turnbull, Stuart ; Tunaru, Radu.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:2:p:216-234.

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37. DEA as a tool for bankruptcy assessment: A comparative study with logistic regression technique. (2009). Bhabra, Gurmeet Singh ; Sueyoshi, Toshiyuki ; Premachandra, I. M..
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:193:y:2009:i:2:p:412-424.

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38. Rating Assignments: Lessons from International Banks. (2009). Stewart, Chris ; Matousek, Roman ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2618.

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39. A ratings-based approach to measuring sovereign risk. (2008). Wu, Eliza ; Scatigna, Michela ; Remolona, Eli.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:13:y:2008:i:1:p:26-39.

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40. Improving performance of corporate rating prediction models by reducing financial ratio heterogeneity. (2008). Schmidt, Jan Hendrik ; Neukirchen, Max ; Niemann, Martin.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:3:p:434-446.

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41. Smoothing versus timeliness - wann sind stabile Ratings optimal und welche Anforderungen sind an optimale Berichtsregeln zu stellen?. (2007). Bannier, Christina.
    In: Frankfurt School - Working Paper Series.
    RePEc:zbw:fsfmwp:84.

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42. Models of Banks Ratings. (2007). Peresetsky, Anatoly ; Karminsky, Alexandr.
    In: Applied Econometrics.
    RePEc:ris:apltrx:0005.

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43. Ratings-based credit risk modelling: An empirical analysis. (2007). Varotto, Simone ; Perraudin, William ; Nickell, Pamela.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:16:y:2007:i:5:p:434-451.

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44. Interpreting sovereign spreads. (2007). Wu, Eliza ; Scatigna, Michela ; Remolona, Eli.
    In: BIS Quarterly Review.
    RePEc:bis:bisqtr:0703e.

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45. Procyclicality in Basel II: Can we treat the disease without killing the patient?. (2006). Gordy, Michael ; Howells, Bradley.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:15:y:2006:i:3:p:395-417.

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46. Confidence intervals for probabilities of default. (2006). Schuermann, Til ; Hanson, Samuel.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:8:p:2281-2301.

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47. Sovereign credit ratings: Guilty beyond reasonable doubt?. (2006). Mora, Nada.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:7:p:2041-2062.

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48. Internal ratings systems, implied credit risk and the consistency of banks risk classification policies. (2006). Roszbach, Kasper ; Lindé, Jesper ; Jacobson, Tor ; Linde, Jesper.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:7:p:1899-1926.

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49. Estimation of rating class transition probabilities with incomplete data. (2006). .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:11:p:3235-3256.

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50. Credit Spreads und ihre Determinanten in Deutschland. (2004). Seitz, Franz ; Rottmann, Horst.
    In: ifo Schnelldienst.
    RePEc:ces:ifosdt:v:57:y:2004:i:24:p:10-14.

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