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Publications by Andreas Blöchlinger

Are Ratings the Worst Form of Credit Assessment Except for All the Others?

Journal of Financial and Quantitative Analysis

English

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Table 6: The Classification Confusion Matrix on All Training Data (Except for OTHERS) in Species Level.

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Synthetic Credit Ratings and the Inefficiency of Agency Ratings

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Are Credit Ratings a Good Measure of Capital Adequacy?

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Figure 10: The Classification Confusion Matrix on All Testing Data (Except for OTHERS) in Species Level (Provided by Competition).

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The Estimation of Transition Matrices for Sovereign Credit Ratings

Journal of Banking and Finance

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Table 2: The Classification Confusion Matrix on All Training Data (Except for OTHERS) in Genus Level (One Classifier Per Pair).

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Divergence in Credit Ratings

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Forecasting Bank Credit Ratings

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Information Effect of Entry Into Credit Ratings Market: The Case of Insurers' Ratings

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