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Market-Based Credit Ratings - MaRDI portal

Market-Based Credit Ratings

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Publication:6666981

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DOI10.1080/07350015.2014.902763MaRDI QIDQ6666981

Drew Creal, Ruey S. Tsay, Robert B. Gramacy

Publication date: 20 January 2025

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Credit risk (91G40)

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