On sovereign credit migration: a study of alternative estimators and rating dynamics (Q1019978): Difference between revisions
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Property / DOI: 10.1016/j.csda.2006.07.003 / rank | |||
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Property / author: Ana-María Fuertes / rank | |||
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Property / author: Ana-María Fuertes / rank | |||
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Property / OpenAlex ID: W2078840218 / rank | |||
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Property / cites work: Q4164219 / rank | |||
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Property / cites work: Q4318617 / rank | |||
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Property / cites work: Mobility Indices in Continuous Time Markov Chains / rank | |||
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Property / cites work: Hidden hybrid Markov/semi-Markov chains / rank | |||
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Property / cites work: Finding Generators for Markov Chains via Empirical Transition Matrices, with Applications to Credit Ratings / rank | |||
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Property / cites work: The multi-state latent factor intensity model for credit rating transitions / rank | |||
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Property / cites work: The Measurement of Mobility / rank | |||
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Property / DOI: 10.1016/J.CSDA.2006.07.003 / rank | |||
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Latest revision as of 13:21, 10 December 2024
scientific article
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English | On sovereign credit migration: a study of alternative estimators and rating dynamics |
scientific article |
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On sovereign credit migration: a study of alternative estimators and rating dynamics (English)
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29 May 2009
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sovereign credit risk
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rating transitions
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Markov chain
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time heterogeneity
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rating momentum
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duration dependence
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