On the negative correlation between default rates and the discriminatory power of credit ratings
Oliver Blümke
| Year of publication: |
2014
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|---|---|
| Authors: | Blümke, Oliver |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 24.2014, 2, p. 19-27
|
| Subject: | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | Theorie | Theory | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011660670