Backtesting
Published in Palgrave Macmillan UK eBooks • Jan 1, 2016
NobleIDNI6P23W26R12S54
Authors:
Indranarain Ramlall
Abstract
Chapter 6 is devoted to backtesting. Technically speaking, any ratings system should be scanned to gauge on its validity. Such a task is fulfilled by having recourse towards well established and internationally coveted metrics. Findings show that the developed central bank rankings approach befits w...
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