Herbert A. Rijken

Vrije Universiteit Amsterdam (Free University)

Full Professor Corporate FInance

De Boelelaan 1105

Amsterdam, 1081HV

Netherlands

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 24,237

SSRN RANKINGS

Top 24,237

in Total Papers Downloads

2,487

SSRN CITATIONS
Rank 10,565

SSRN RANKINGS

Top 10,565

in Total Papers Citations

27

CROSSREF CITATIONS

90

Scholarly Papers (12)

1.

How Rating Agencies Achieve Rating Stability

NYU Working Paper No. S-CDM-03-12
Number of pages: 49 Posted: 05 Nov 2008
Edward I. Altman and Herbert A. Rijken
New York University (NYU) - Salomon Center and Vrije Universiteit Amsterdam (Free University)
Downloads 745 (41,128)
Citation 23

Abstract:

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Rating Agencies, "through-the-cycle" rating methodology, migration policy, credit scoring models

2.

The Effects of Rating Through the Cycle on Rating Stability, Rating Timeliness and Default Prediction Performance

NYU Working Paper No. FIN-05-004
Number of pages: 39 Posted: 03 Nov 2008
Edward I. Altman and Herbert A. Rijken
New York University (NYU) - Salomon Center and Vrije Universiteit Amsterdam (Free University)
Downloads 361 (100,951)

Abstract:

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3.

How is Futures Trading Affected by the Move to a Computerized Trading System? Lessons from the Liffe Ftse 100 Contract

Number of pages: 35 Posted: 08 Mar 2002
Christopher L. Gilbert and Herbert A. Rijken
Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam (Free University)
Downloads 320 (115,474)
Citation 3

Abstract:

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Market Microstructure, Futures, Computerized Trading Systems, Spreads, Depth

4.

How Rating Agenices Achieve Rating Stability

NYU Working Paper No. FIN-04-031
Number of pages: 45 Posted: 03 Nov 2008
Edward I. Altman and Herbert A. Rijken
New York University (NYU) - Salomon Center and Vrije Universiteit Amsterdam (Free University)
Downloads 298 (124,632)

Abstract:

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5.

Sovereign Default Risk Assessment from the Bottom-Up

NYU Working Paper No. 2451/29825
Number of pages: 32 Posted: 06 Oct 2010
Edward I. Altman and Herbert A. Rijken
New York University (NYU) - Salomon Center and Vrije Universiteit Amsterdam (Free University)
Downloads 291 (127,700)

Abstract:

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6.

Anatomy of Bank Distress: The Information Content of Accounting Fundamentals within and Across Countries

Number of pages: 34 Posted: 04 Oct 2014
Edward I. Altman, Janko Cizel and Herbert A. Rijken
New York University (NYU) - Salomon Center, VU University Amsterdam and Vrije Universiteit Amsterdam (Free University)
Downloads 190 (193,237)
Citation 6

Abstract:

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Bank distress, Bank Resolution, Disclosure, Accounting, Basel III

7.

Effects of Rating Through Cycle on Rating Stability, Rating Timeliness and Default Predection Performance

NYU Working Paper No. FIN-04-032
Number of pages: 35 Posted: 03 Nov 2008
Edward I. Altman and Herbert A. Rijken
New York University (NYU) - Salomon Center and Vrije Universiteit Amsterdam (Free University)
Downloads 120 (280,986)

Abstract:

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8.

Implied Growth Horizons and the Cost of Equity

Number of pages: 54 Posted: 05 May 2016 Last Revised: 14 May 2016
Job Mangelmans and Herbert A. Rijken
VU University Amsterdam and Vrije Universiteit Amsterdam (Free University)
Downloads 105 (308,417)
Citation 1

Abstract:

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Implied Cost of Equity, Forecast Horizon, Growth Horizon, Growth Period, Cost of Equity, Valuation Models, Investment Strategy, Fixed Horizon, Price Earnings Ratio

9.

The Impact of the Rating Agencies' Through-the-Cycle Methodology on Rating Dynamics

Economic Notes, Vol. 34, No. 2, pp. 127-154, July 2005
Number of pages: 28 Posted: 08 Sep 2005
Edward I. Altman and Herbert A. Rijken
New York University (NYU) - Salomon Center and Vrije Universiteit Amsterdam (Free University)
Downloads 27 (575,503)
Citation 1
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10.

How is Futures Trading Affected by the Move to a Computerized Trading System? Lessons from the Liffe Ftse 100 Contract

Journal of Business Finance & Accounting, Vol. 33, No. 7-8, pp. 1267-1297, September/October 2006
Number of pages: 31 Posted: 03 Oct 2006
Christopher L. Gilbert and Herbert A. Rijken
Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam (Free University)
Downloads 26 (581,775)
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11.

Toward a Bottom-Up Approach to Assessing Sovereign Default Risk

Journal of Applied Corporate Finance, Vol. 23, Issue 1, pp. 20-31, 2011
Number of pages: 14 Posted: 21 Mar 2011
Edward I. Altman and Herbert A. Rijken
New York University (NYU) - Salomon Center and Vrije Universiteit Amsterdam (Free University)
Downloads 4 (740,773)
Citation 2
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12.

Toward a Bottom-Up Approach to Assessing Sovereign Default Risk: An Update

Journal of Applied Finance, Fall/Winter 2011, Volume 21, Issue 2, pp. 5-19
Posted: 08 Aug 2012
Edward I. Altman and Herbert A. Rijken
New York University (NYU) - Salomon Center and Vrije Universiteit Amsterdam (Free University)

Abstract:

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Sovereign risk, Aggregate default risk, Z-Metrics™, Credit-default-swap, Euro Region