On sovereign credit migration: a study of alternative estimators and rating dynamics (Q1019978): Difference between revisions

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Latest revision as of 15:08, 1 July 2024

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On sovereign credit migration: a study of alternative estimators and rating dynamics
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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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