How rating agencies achieve rating stability
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Banking & Finance.
Volume (Year): 28 (2004)
Issue (Month): 11 (November)
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- Marshall E. Blume & Felix Lim & A. Craig MacKinlay, . "The Declining Credit Quality of US Corporate Debt: Myth or Reality?," Rodney L. White Center for Financial Research Working Papers 3-98, Wharton School Rodney L. White Center for Financial Research.
- Edward I. Altman, 1968. "Financial Ratios, Discriminant Analysis And The Prediction Of Corporate Bankruptcy," Journal of Finance, American Finance Association, vol. 23(4), pages 589-609, 09.
- Ederington, Louis H, 1985. "Classification Models and Bond Ratings," The Financial Review, Eastern Finance Association, vol. 20(4), pages 237-62, November.
- Carey, Mark & Hrycay, Mark, 2001. "Parameterizing credit risk models with rating data," Journal of Banking & Finance, Elsevier, vol. 25(1), pages 197-270, January.
- repec:fth:pennfi:67 is not listed on IDEAS
- Kamstra, M. & Kennedy, P. & Suan, T.-K., 1998.
"Combining Bond Rating Forecasts Using Logit,"
dp98-10, Department of Economics, Simon Fraser University.
- Marshall E. Blume & Felix Lim & A. Craig MacKinlay, . "The Declining Credit Quality of US Corporate Debt: Myth or Reality?," Rodney L. White Center for Financial Research Working Papers 03-98, Wharton School Rodney L. White Center for Financial Research.
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