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The informational content of credit ratings, and cyclical patterns of default rates - MaRDI portal

The informational content of credit ratings, and cyclical patterns of default rates

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Publication:1854660

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zbMath1022.91034MaRDI QIDQ1854660

Daniel Rösch

Publication date: 15 January 2003

Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

zbMATH Keywords

credit risk credit rating default rates bank regulation

Mathematics Subject Classification ID

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