On sovereign credit migration: a study of alternative estimators and rating dynamics (Q1019978): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 22:53, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On sovereign credit migration: a study of alternative estimators and rating dynamics |
scientific article |
Statements
On sovereign credit migration: a study of alternative estimators and rating dynamics (English)
0 references
29 May 2009
0 references
sovereign credit risk
0 references
rating transitions
0 references
Markov chain
0 references
time heterogeneity
0 references
rating momentum
0 references
duration dependence
0 references
