How Consistent Are Credit Ratings? A Geographic and Sectoral Analysis of Default Risk
Preprint
- 1 January 2000
- preprint
- Published by Elsevier in SSRN Electronic Journal
- Vol. 10 (3) , 24-30
- https://doi.org/10.2139/ssrn.232909
Abstract
We examine differences in default rates by sector and obligor domicile. We find evidence that credit ratings have been imperfectly calibrated across issuer sectKeywords
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