Comparing the accuracy of default predictions in the rating industry for different sets of obligors

DOI10.1016/j.econlet.2016.05.021zbMath1400.62324MaRDI QIDQ1670155

Peng Zhang

Publication date: 5 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2016.05.021

zbMATH Keywords

probability forecasts; Moody's; S\&P; skill scores

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M20: Inference from stochastic processes and prediction