Market-Based Credit Ratings

Journal of Business and Economic Statistics

Volumn 32, Issue 3, 2014, Pages 430-444

  Creal, Drew D ^a   Gramacy, Robert B ^a   Tsay, Ruey S ^a  

^a UNIVERSITY OF CHICAGO   (United States)

Author keywords

Clustering; Credit default swaps; Default risk; Survival functions

Indexed keywords

EID: 84925970007     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.2014.902763     Document Type: Article

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