An Empirical Comparison of Default Risk Forecasts from Alternative Credit Rating Philosophies
Article
Rösch, Daniel (2005) An Empirical Comparison of Default Risk Forecasts from Alternative Credit Rating Philosophies. International Journal of Forecasting 21 (1), pp. 37-51.Alternative links to fulltext
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| Item type | Article | ||||
| Journal or Publication Title | International Journal of Forecasting | ||||
| Publisher | ELSEVIER SCIENCE BV | ||||
| Place of Publication | AMSTERDAM | ||||
| Volume | 21 | ||||
| Number of Issue or Book Chapter | 1 | ||||
| Page Range | pp. 37-51 | ||||
| Date | 2005 | ||||
| Date of publication | 05 Aug 2009 13:58 | ||||
| Institutions | Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Statistik und Risikomanagement (Prof. Dr. Rösch) | ||||
| Interdisciplinary Subject Network | Immobilien- und Kapitalmärkte | ||||
| Identification Number |
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| Keywords | ANATOMY; MODELS; credit rating; basel II; backtesting; risk management; credit risk modeling | ||||
| Dewey Decimal Classification | 300 Social sciences > 330 Economics | ||||
| Status | Published | ||||
| Refereed | Yes, this version has been refereed | ||||
| Created at the University of Regensburg | Yes | ||||
| Item ID | 8225 |
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