How consistent are credit ratings? a geographic and sectoral analysis of default risk
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References listed on IDEAS
- Richard Cantor & Frank Packer, 1994. "The credit rating industry," Quarterly Review, Federal Reserve Bank of New York, issue Sum, pages 1-26.
- Donald P. Morgan, 1998. "Judging the risk of banks: what makes banks opaque?," Research Paper 9805, Federal Reserve Bank of New York.
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More about this item
KeywordsCredit ratings ; Risk;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2000-07-11 (All new papers)
- NEP-CFN-2000-07-11 (Corporate Finance)
- NEP-FMK-2000-07-11 (Financial Markets)
- NEP-IAS-2000-07-11 (Insurance Economics)
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