Ratings: Market-implied ratings - There has been much debate about the respective merits of credit ratings and market-based indicators. The authors present a new approach that tries to incorporate the benefits on both approaches.
| Year of publication: |
2003
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|---|---|
| Authors: | Breger, Ludovic ; Goldberg, Lisa ; Cheyette, Oren |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 16.2003, 7, p. 85-89
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