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Ratings migration and the business cycle, with application to credit portfolio stress testing

✍ Scribed by Anil Bangia; Francis X Diebold; André Kronimus; Christian Schagen; Til Schuermann

Book ID: 117528369
Publisher: Elsevier Science
Year: 2002
Tongue: English
Weight: 616 KB
Volume: 26
Category: Article
ISSN: 0378-4266
DOI: 10.1016/s0378-4266(01)00229-1

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