The dynamics of credit spreads and ratings migrations

Journal of Financial and Quantitative Analysis

Volumn 42, Issue 3, 2007, Pages 595-620

  Farnsworth, Heber ^a   Li, Tao ^b  

^a NISA Investment Advisors LLC   (United States)

^b CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34548851711     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0022109000004117     Document Type: Article

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