Examining the Validity of Credit Ratings Assigned to Credit Derivatives

Chih-Wei Lee () and Cheng-Kun Kuo ()
Additional contact information
Chih-Wei Lee: Department of Finance, National Taipei University of Business, Taiwan
Cheng-Kun Kuo: Department of International Business, National Taiwan University, Taiwan

Global Credit Review (GCR), 2015, vol. 05, issue 01, 49-58

Abstract: No abstract received.

Keywords: Rating agency; asset-backed security (ABS); collateralized debt obligation (CDO); loss function (search for similar items in EconPapers)
Date: 2015
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.worldscientific.com/doi/abs/10.1142/S201049361550004X
Access to full text is restricted to subscribers

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wsi:gcrxxx:v:05:y:2015:i:01:n:s201049361550004x

Ordering information: This journal article can be ordered from

DOI: 10.1142/S201049361550004X

Access Statistics for this article

Global Credit Review (GCR) is currently edited by Jin-Chuan Duan

More articles in Global Credit Review (GCR) from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().