Details about Richard Martin Cantor

Access statistics for papers by Richard Martin Cantor.

Last updated 2008-03-03. Update your information in the RePEc Author Service.

Short-id: pca261

Working Papers

1997

1. Split ratings and the pricing of credit risk
   Research Paper, Federal Reserve Bank of New York View citations (43)

1996

2. Can a fiscal contraction strengthen a currency?: Some doubts about conventional Mundell-Fleming results
   Research Paper, Federal Reserve Bank of New York View citations (1)
3. Determinants and impacts of sovereign credit ratings
   Research Paper, Federal Reserve Bank of New York View citations (455)
   See also Journal Article Determinants and impact of sovereign credit ratings, Economic Policy Review, Federal Reserve Bank of New York (1996) View citations (579) (1996)
4. Multiple ratings and credit standards: differences of opinion in the credit rating industry
   Staff Reports, Federal Reserve Bank of New York View citations (9)
   Also in Research Paper, Federal Reserve Bank of New York (1995) View citations (14)

1990

5. A panel study of the effects of leverage on investment and employment
   Research Paper, Federal Reserve Bank of New York View citations (6)

1989

6. Price limits and volatility in soybean meal futures markets
   Research Paper, Federal Reserve Bank of New York View citations (1)

1988

7. Increased price flexibility and output stability
   Research Paper, Federal Reserve Bank of New York
   See also Journal Article Increased price flexibility and output stability, Journal of Macroeconomics, Elsevier (1989) (1989)

Journal Articles

2005

1. Relative default rates on corporate loans and bonds
   Journal of Banking & Finance, 2005, 29, (6), 1575-1584 View citations (8)

2004

2. An introduction to recent research on credit ratings
   Journal of Banking & Finance, 2004, 28, (11), 2565-2573 View citations (52)

2001

3. Moody's investors service response to the consultative paper issued by the Basel Committee on Bank Supervision "A new capital adequacy framework"
   Journal of Banking & Finance, 2001, 25, (1), 171-185 View citations (31)

1997

4. Differences of opinion and selection bias in the credit rating industry
   Journal of Banking & Finance, 1997, 21, (10), 1395-1417 View citations (117)
5. The securities industry and the New York - New Jersey region
   Economic Policy Review, 1997, 3, (Feb), 83-85 View citations (1)

1996

6. Determinants and impact of sovereign credit ratings
   Economic Policy Review, 1996, 2, (Oct), 37-53 View citations (579)
   See also Working Paper Determinants and impacts of sovereign credit ratings, Research Paper (1996) View citations (455) (1996)

1995

7. Sovereign credit ratings
   Current Issues in Economics and Finance, 1995, 1, (Jun) View citations (79)

1994

8. The baby boom generation and aggregate savings
   Quarterly Review, 1994, 19, (Sum), 76-91 View citations (4)
9. The credit rating industry
   Quarterly Review, 1994, 19, (Sum), 1-26 View citations (51)

1993

10. Perspective on the credit slowdown
    Quarterly Review, 1993, 18, (Spr), 3-36 View citations (5)
11. Securitization, loan sales, and the credit slowdown
    Quarterly Review, 1993, 18, (Sum), 27-38 View citations (2)

1992

12. Bank capital ratios, asset growth, and the stock market
    Quarterly Review, 1992, 17, (Aut), 10-24 View citations (7)

1990

13. Effects of leverage on corporate investment and hiring decisions
    Quarterly Review, 1990, 15, (Sum), 31-41 View citations (21)

1989

14. Increased price flexibility and output stability
    Journal of Macroeconomics, 1989, 11, (4), 563-574
    See also Working Paper Increased price flexibility and output stability, Research Paper (1988) (1988)
15. Interest rates, household cash flow, and consumer expenditures
    Quarterly Review, 1989, 14, (Sum), 59-67 View citations (3)

1988

16. Open-economy macro policies and the micro foundation of labor market arrangements
    Journal of International Economics, 1988, 24, (1-2), 159-172 View citations (2)
17. The International Transmission of Real Business Cycles
    International Economic Review, 1988, 29, (3), 493-507 View citations (52)

1987

18. Current labor market trends and inflation
    Quarterly Review, 1987, 12, (Aut), 36-48 View citations (2)
19. International debt and world business fluctuations
    Journal of International Money and Finance, 1987, 6, (2), 153-165 View citations (4)
20. Long-term contracts, consumption smoothing and wage-profit dynamics
    Journal of Macroeconomics, 1987, 9, (1), 59-70 View citations (1)

1986

21. A Macroeconomic Model with Auction Markets and Nominal Contracts
    American Economic Review, 1986, 76, (1), 204-11

1985

22. The consumption function and the precautionary demand for savings
    Economics Letters, 1985, 17, (3), 207-210 View citations (13)

Books

1994

1. Nonbank lenders and the credit slowdown
   Monograph, Federal Reserve Bank of New York View citations (1)