Title of article :
On sovereign credit migration: A study of alternative estimators and rating dynamics
Author/Authors :
Ana-Maria Fuertes، نويسنده , , Elena Kalotychou، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Keywords :
Sovereign credit risk , Markov chain , Time heterogeneity , Rating momentum , Duration dependence , Rating transitions
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
