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