Credit risk migration and economic cycles
Year of publication: |
2019
|
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Authors: | Ferretti, Camilla ; Gabbi, Giampaolo ; Ganugi, Piero ; Sist, Federica ; Vozzella, Pietro |
Subject: | absorbing state | credit risk | Markov chains | rating migration | Kreditrisiko | Credit risk | Markov-Kette | Markov chain | Theorie | Theory | Kreditwürdigkeit | Credit rating | Konjunktur | Business cycle |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks7040109 [DOI] hdl:10419/257947 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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