Work

Bayesian Migration in Credit Ratings Based on Probabilities of Default

Year: 2002

Type: article

Source: The Journal of Fixed Income

DOI: 10.3905/jfi.2002.319329

Authors: Sanjiv Ranjan. Das, Rong Fan, Gary Geng

Institution: Santa Clara University

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2004061309

FWCI: 1.642

Cites: 10

Cited by: 20

Related to: 10