Work

The structure of credit risk: spread volatility and ratings transitions

Year: 2003

Type: article

Source: The Journal of Risk

DOI: 10.21314/jor.2003.087

Authors: Rudiger Kiesel, William Perraudin, Alex Taylor

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1570358909

FWCI: 8.806

Cites: 20

Cited by: 49

Related to: 10