A density-dependent model for credit ratings migration dynamics
Year of publication: |
2007
|
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Authors: | Parnes, Dror |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 17.2007, 1, p. 26-37
|
Subject: | Kreditwürdigkeit | Credit rating | Korrelation | Correlation | Finanzmarkt | Financial market |
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