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The estimation of transition matrices for sovereign credit ratings
| File | Description | Size | Format | |
|---|---|---|---|---|
 The estimation of transition.pdf | default | 147.53 kB | Adobe PDF | View/Open |
| Title: | The estimation of transition matrices for sovereign credit ratings |
| Authors: | Yen-Ting,H. Kiesel,R. Perraudin,W. |
| Item Type: | Journal Article |
| Issue Date: | 31-Jul-2002 |
| Citation: | Journal of Banking & Finance Vol.( 26 ) No.( 7 ) pp 1383 - 1406 |
| URI: | http://hdl.handle.net/10044/1/936 |
| Publisher Link: | http://dx.doi.org/10.1016/S0378-4266(02)00268-6 |
| ISSN: | 0378-4266 |
| Start Page: | 1383 |
| End Page: | 1406 |
| 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 |
| Volume: | 26 |
| Appears in Collections: | Imperial College Business School |