What is at stake in the construction and use of credit scores?
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Bibliographic InfoArticle provided by Society for Computational Economics in its journal Computational Economics.
Volume (Year): 29 (2007)
Issue (Month): 2 (March)
Discriminant analysis; Credit risk forecasting; Accuracy of probability of failure; Stability of risk classes; Transition matrices; Credit risk models;
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- Russell Davidson, 2006. "Stochastic Dominance," Departmental Working Papers 2006-19, McGill University, Department of Economics.
- Bardos, M. & Stili, D., 2006. "Risk contagion through defaults on trade bills," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 06, pages 49-71, Winter.
- Lo, Andrew W., 1986. "Logit versus discriminant analysis : A specification test and application to corporate bankruptcies," Journal of Econometrics, Elsevier, vol. 31(2), pages 151-178, March.
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