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TESTING FOR RATING CONSISTENCY...
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Credit rating
16
Kreditwürdigkeit
16
Theorie
16
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16
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15
United States
15
Credit
10
Credit risk
10
Kreditrisiko
10
Welt
7
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7
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6
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5
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5
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5
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4
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70
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Cantor, Richard
114
Packer, Frank
31
Falkenstein, Eric
8
Falkenstein, Eric G.
8
Hu, Jian
8
Hamilton, David T.
6
Cole, Kevin
4
Mann, Christopher
4
Blitz, David
3
Driskill, Robert Allen
3
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3
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3
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3
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3
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3
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3
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3
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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9
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2
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The journal of fixed income
25
Journal of banking & finance
8
Quarterly Review
8
Research Paper / Federal Reserve Bank of New York
7
Research paper / Federal Reserve Bank of New York
6
Journal of Banking & Finance
4
Economica
3
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3
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2
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ECONIS (ZBW)
66
RePEc
34
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25
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2
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1
Other ZBW resources
1
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1
Testing for rating consistency in annual default rates
Cantor, Richard
;
Falkenstein, Eric G.
- In:
The journal of fixed income
11
(
2001
)
2
,
pp. 36-51
Persistent link: https://www.econbiz.de/10001618874
Saved in:
2
Finding alpha : the search for alpha when risk and return break down
Falkenstein, Eric
-
2009
Persistent link: https://www.econbiz.de/10004944311
Saved in:
3
Finding alpha : the search for alpha when risk and return break down
Falkenstein, Eric G.
-
2009
Persistent link: https://www.econbiz.de/10003789123
Saved in:
4
Notes and Issues - The Risk Manager of the Future: Scientist or Poet? - Reprinted from the RMA, Moody's Risk Management Services
Falkenstein, Eric
- In:
Appraisal journal
70
(
2002
)
3
,
pp. 343-347
Persistent link: https://www.econbiz.de/10006508961
Saved in:
5
Minimizing basis risk from non-parallel shifts in the yield curve
Falkenstein, Eric G.
- In:
The journal of fixed income
6
(
1996
)
1
,
pp. 60-68
Persistent link: https://www.econbiz.de/10001205425
Saved in:
6
Preferences for stock characteristics as revealed by mutual fund portfolio holdings
Falkenstein, Eric G.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
1
,
pp. 111-135
Persistent link: https://www.econbiz.de/10001202206
Saved in:
7
FEATURES - Internal Credit Risk Rating Systems Must Evolve to Stay Relevant
Mingo, John
;
Falkenstein, Eric
- In:
The RMA-journal
82
(
2000
)
8
,
pp. 22-25
Persistent link: https://www.econbiz.de/10007175759
Saved in:
8
FEATURES - Validating Commercial Risk Grade Mappings: Why and How
Falkenstein, Eric
- In:
The RMA-journal
82
(
2000
)
5
,
pp. 26-33
Persistent link: https://www.econbiz.de/10007175817
Saved in:
9
FEATURES - Balance Sheet Management Capital Priorities: Practical Advice on Implementing RAROC
Falkenstein, Eric
- In:
The journal of lending & credit risk management
81
(
1999
)
9
,
pp. 18-23
Persistent link: https://www.econbiz.de/10007182342
Saved in:
10
Minimizing Basis Risk from Non-Parallel Shifts in the Yield Curve
Falkenstein, Eric
;
Hanweck, Jerry
- In:
The journal of fixed income
6
(
1996
)
1
,
pp. 60-68
Persistent link: https://www.econbiz.de/10007310993
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