Listar IIDL_Articles por autoría "6e244cce-635e-4a60-876b-9377234b7a64"
Mostrando ítems 1-1 de 1
-
Quo Vadis, Raters? A frontier approach to identify overratings and underratings in sovereign credit risk
Oztürk, Hüseyin; Tortosa-Ausina, Emili; Duygun, Meryem; Shaban, Mohamed Taylor & Francis (2020-04-03)This study analyses overratings and underratings in sovereign credit risk. The analysis uses partial frontier methods, a technique rarely applied in this literature. By combining a robust variant of the free disposal hull ...