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Measuring the Discriminative Power of Rating Systems
Bernd Engelmann (Deutsche Bundesbank), Evelyn Hayden, Dirk Tasche (Deutsche Bundesbank)
SSRN Electronic Journal preprint
DOI: 10.2139/ssrn.2793951 (Economics, Econometrics and Finance)
License: not stated (all rights reserved)
Published on 01 Jan. 2016