The estimation of transition matrices for sovereign credit ratings
File(s)
Author(s)
Yen-Ting,H.
Kiesel,R.
Perraudin,W.
Type
Journal Article
Date Issued
2002
Citation
Journal of Banking & Finance, 2002, 7, 26, pp.1383-24 pages
ISSN
0378-4266
Start Page
1383
End Page
24 pages
Journal / Book Title
Journal of Banking & Finance
Volume
26
Copyright Statement
© 2002 Published by Elsevier B.V. NOTICE: This is the author’s version of a work that was
accepted for publication in Journal of Banking and Finance.
Changes resulting from the publishing process, such as peer
review, editing, corrections, structural formatting, and other
quality control mechanisms may not be reflected in this
document. Changes may have been made to this work since it
was submitted for publication. A definitive version was
subsequently published in Journal of Banking and Finance, Vol 26, Issue 7, 2002
accepted for publication in Journal of Banking and Finance.
Changes resulting from the publishing process, such as peer
review, editing, corrections, structural formatting, and other
quality control mechanisms may not be reflected in this
document. Changes may have been made to this work since it
was submitted for publication. A definitive version was
subsequently published in Journal of Banking and Finance, Vol 26, Issue 7, 2002
Source Volume Number
26
Edition
7