On comparing the accuracy of default predictions in the rating industry
Year of publication: |
2008
|
---|---|
Authors: | Krämer, Walter ; Güttler, André |
Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 34.2008, 2, p. 343-356
|
Publisher: |
Department of Economics and Finance Research and Teaching |
Subject: | Credit rating | Probability forecasts | Calibration |
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On comparing the accuracy of default predictions in the rating industry
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Comparing the accuracy of default predictions in the rating industry: The case of Moody's vs. S&P
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Comparing the accuracy of default predictions in the rating industry : the case of Moody's vs. S&P
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