Quo vadis, raters? : a frontier approach to identify overratings and underratings in sovereign credit risk
Hüseyin Öztürk, Emili Tortosa-Ausina, Meryem Duygun and Mohamed Shaban
| Year of publication: |
2020
|
|---|---|
| Authors: | Öztürk, Hüseyin ; Tortosa-Ausina, Emili ; Duygun, Meryem ; Shaban, Mohamed |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 26.2020, 15, p. 1463-1483
|
| Subject: | Credit rating agency | partial frontier | rating | sovereign credit risk | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Länderrisiko | Country risk | Ratingagentur | Rating agency | Welt | World | Öffentliche Anleihe | Public bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2020.1748678 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012314630