Work

The estimation of transition matrices for sovereign credit ratings

Year: 2002

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/s0378-4266(02)00268-6

Authors: Yen-Ting Hu, Rudiger Kiesel, William Perraudin

Institutions: Birkbeck, University of London, London School of Economics and Political Science, Centre for Economic Policy Research, Bank of England

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1998907083

FWCI: 7.664

Cites: 24

Cited by: 170

Related to: 10