The predictive accuracy of credit ratings: Measurement and statistical inference
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References listed on IDEAS
- Walter Krämer & André Güttler, 2008.
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- Prof. Dr. Walter Krämer & Andre Güttler, "undated". "On comparing the accuracy of default predictions in the rating industry," Working Papers 2, Business and Social Statistics Department, Technische Universität Dortmund, revised Oct 2006.
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More about this item
KeywordsRatings; predictive accuracy; Accuracy Ratio; Harrell's C; overlapping lifetimes;
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
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