Transitional credit modelling and its relationship to market value at risk: An Australian sectoral perspective

Accounting and Finance

Volumn 49, Issue 3, 2009, Pages 425-444

  Allen, David E ^a   Powell, Robert ^a  

^a EDITH COWAN UNIVERSITY   (Australia)

Author keywords

Conditional value at risk; Credit risk; Industries; Transition matrix; Value at risk

Indexed keywords

EID: 69249083677     PISSN: 08105391     EISSN: 1467629X     Source Type: Journal    
DOI: 10.1111/j.1467-629X.2009.00294.x     Document Type: Article

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