✦ LIBER ✦

The estimation of transition matrices for sovereign credit ratings

✍ Scribed by Yen-Ting Hu; Rudiger Kiesel; William Perraudin

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

THE DETERMINANTS OF SOVEREIGN CREDIT RAT

✍ CARMEN ALTENKIRCH 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 214 KB

Estimation of conditional time-homogeneo

✍ José Eduardo Gómez-González; Inés Paola Orozco Hinojosa 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 261 KB

Finding Generators for Markov Chains via

✍ Robert B. Israel; Jeffrey S. Rosenthal; Jason Z. Wei 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 149 KB

A simulation estimator for testing the t

✍ Nicholas M. Kiefer; C. Erik Larson 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 551 KB

The reaction of emerging market credit d

✍ Iuliana Ismailescu; Hossein Kazemi 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 513 KB

The ordered qualitative model for credit

✍ D. Feng; C. Gourieroux; J. Jasiak 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 379 KB