Stability of rating transitions

Journal of Banking and Finance

Volumn 24, Issue 1-2, 2000, Pages 203-227

  Nickell, Pamela ^a   Perraudin, William ^b   Varotto, Simone ^a  

^a BANK OF ENGLAND   (United Kingdom)

^b UNIVERSITY OF LONDON   (United Kingdom)

Author keywords

Bond rating; C25; Credit risk; G21; G33; Markov chain

Indexed keywords

EID: 0000048908     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(99)00057-6     Document Type: Article

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