Reading between the ratings: Modeling residual credit risk and yield overlap

C Chang, CD Fuh, CLM Kao - Journal of Banking & Finance, 2017 - Elsevier
Credit ratings group firms by risk, yet yields are shown to overlap between firms of adjacent
ratings. We model this by considering the residual risk arising from differences in the …
被引用次数：10 相关文章

[引用][C] Reading between the ratings: Modeling residual credit risk and yield overlap.

C Chang, CLM Kao - Journal of banking and finance, 2017 - dialnet.unirioja.es

Reading between the ratings: Modeling residual credit risk and yield overlap

C Chang, CD Fuh, CLM Kao - JOURNAL OF BANKING & …, 2017 - ir.lib.nycu.edu.tw
Credit ratings group firms by risk, yet yields are shown to overlap between firms of adjacent
ratings. We model this by considering the residual risk arising from differences in the …

Reading between the ratings: Modeling residual credit risk and yield overlap

C Chang, C Der Fuh, CL Kao - Journal of Banking and Finance, 2017 - scholar.nycu.edu.tw
Credit ratings group firms by risk, yet yields are shown to overlap between firms of adjacent
ratings. We model this by considering the residual risk arising from differences in the …

Reading between the ratings: Modeling residual credit risk and yield overlap

C Chang, CD Fuh, CLM Kao - Journal of Banking & Finance, 2017 - econpapers.repec.org
Credit ratings group firms by risk, yet yields are shown to overlap between firms of adjacent
ratings. We model this by considering the residual risk arising from differences in the …

Reading between the ratings: Modeling residual credit risk and yield overlap

C Chang, CD Fuh, CLM Kao - Journal of Banking & Finance, 2017 - ideas.repec.org
Credit ratings group firms by risk, yet yields are shown to overlap between firms of adjacent
ratings. We model this by considering the residual risk arising from differences in the …