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The estimation of transition matrices for sovereign credit ratings

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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