Work

A simulation estimator for testing the time homogeneity of credit rating transitions

Year: 2006

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/j.jempfin.2006.08.001

Authors: Nicholas M. Kiefer, C. Erik Larson

Institutions: United States Department of the Treasury, Office of the Comptroller of the Currency, Cornell University

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Universität Basel

OpenAlex ID: W3121608623

FWCI: 6.871

Cites: 12

Cited by: 35

Related to: 10