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An empirical comparison of default risk forecasts from alternative credit rating philosophies

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  • Rosch, Daniel
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    File URL: http://www.sciencedirect.com/science/article/B6V92-4CTCXR8-1/2/f1e0800f98ef4a29906ff47dbf9bae5e
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    Article provided by Elsevier in its journal International Journal of Forecasting.

    Volume (Year): 21 (2005)
    Issue (Month): 1 ()
    Pages: 37-51
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    Handle: RePEc:eee:intfor:v:21:y:2005:i:1:p:37-51

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    Web page: http://www.elsevier.com/locate/ijforecast

    For corrections or technical questions regarding this item, or to correct its listing, contact: (Jeroen Loos).

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    Cited by:
    1. Michael Kalkbrener & Akwum Onwunta, 2009. "Validating Structural Credit Portfolio Models," Working Papers 014, COMISEF.
    2. Paul Mizen & Serafeim Tsoukas, 2011. "Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model," Working Papers 2011_19, Business School - Economics, University of Glasgow.
    3. Joan Jasiak & D. Feng & C. Gourieroux, 2006. "The Ordered Qualitative Model For Credit Rating Transitions," Working Papers 2006_2, York University, Department of Economics.
    4. Rym Ayadi & Beat Bernet & Simone Westerfeld & Tom Franck & Nancy Huyghebaert & Vítor Gaspar & Simona Bovha-Padilla & Reinhilde Veugelers, 2009. "Financing of SMEs in Europe," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
    5. Gann, Philipp & Laut, Amelie, 2008. "Einflussfaktoren auf den Credit Spread von Unternehmensanleihen," Discussion Papers in Business Administration 4231, University of Munich, Munich School of Management.

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