Comparing the accuracy of default predictions in the rating industry: The case of Moody's vs. S&P
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References listed on IDEAS
- Prof. Dr. Walter Krämer, "undated". "On the ordering of probability forecasts," Working Papers 1, Business and Social Statistics Department, Technische Universität Dortmund, revised May 2003.
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- Christophe Godlewski, 2004. "Are Bank Ratings Coherent with Bank Default Probabilities in Emerging Market Economies ?," Finance 0409023, EconWPA.
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Keywordscredit rating; probability forecasts; calibration;
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