Work

Measurement and Estimation of Credit Migration Matrices

Year: 2003

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.394021

Authors: Yusuf Jafry, Til Schuermann

Institution: Massachusetts Institute of Technology

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2126322685

Cites: 39

Cited by: 37

Related to: 10