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
Pages
22
From page
3448
To page
3469
Keywords
Sovereign credit risk , Markov chain , Time heterogeneity , Rating momentum , Duration dependence , Rating transitions
Journal title
Computational Statistics and Data Analysis
Serial Year
2007
Journal title
Computational Statistics and Data Analysis
Record number
145316
Link To Document