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Richard Cantor
Researcher at Moody's Investors Service
Publications - 29
Citations - 3348
Richard Cantor is an academic researcher from Moody's Investors Service. The author has contributed to research in topics: Credit risk & Credit rating. The author has an hindex of 16, co-authored 29 publications receiving 3255 citations. Previous affiliations of Richard Cantor include Federal Reserve Bank of New York & Federal Reserve System.
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Determinants and Impact of Sovereign Credit Ratings
Richard Cantor,Frank Packer +1 more
TL;DR: In this article, the authors present the first systematic analysis of the determinants and impact of thesovereign credit ratings assigned by the two leading U.S.agencies, Moody's Investors Service and Standard and Poor's.
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The Credit Rating Industry
Richard Cantor,Frank Packer +1 more
TL;DR: In this article, the authors argue that although the ratings provide accurate rank-orderings of default risk, the meaning of specific letter grades varies over time and across agencies, and that a reassessment of the use of ratings and the adequacy of public oversight is overdue.
Journal ArticleDOI
Determinants and Impact of Sovereign Credit Ratings
Richard Cantor,Frank Packer +1 more
TL;DR: In this article, the authors conduct a systematic analysis of the determinants and impact of the sovereign credit ratings assigned by the two leading U.S. agencies, Moody's Investor Services and Standard and Poor's.
Journal ArticleDOI
Differences of opinion and selection bias in the credit rating industry
Richard Cantor,Frank Packer +1 more
TL;DR: In this article, the appropriateness of these regulatory practices by testing whether observed rating differences reflect different rating scales or simply result from sample selection bias is examined, and what types of firms of firms are most likely to seek ratings from agencies with higher rating scales.
Posted Content
The credit rating industry
Richard Cantor,Frank Packer +1 more
TL;DR: In this article, the authors argue that although the ratings provide accurate rank-orderings of default risk, the meaning of specific letter grades varies over time and across agencies, and that a reassessment of the use of ratings and the adequacy of public oversight is overdue.