D'Rosario, Michael; Hsieh, Calvin - In: International Journal of Strategic Decision Sciences (IJSDS) 9 (2018) 4, pp. 70-85
Credit rating migration ranks amongst the most pertinent issues concerning institutional lenders and investors alike … goodness of fit and predictive accuracy in determining credit rating migration than models employed within the extant …. There are a number of studies that have employed both parametric and non-parametric methodologies to forecast credit rating …