Credit transition and structural shocks
Year of publication: |
2022
|
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Authors: | Ferretti, Camilla ; Gabbi, Giampaolo ; Ganugi, Piero ; Vozzella, Pietro |
Subject: | absorbing state | Credit risk | Markov chains | rating migration | Kreditrisiko | Markov-Kette | Markov chain | Theorie | Theory | Schock | Shock | Kreditwürdigkeit | Credit rating |
Type of publication: | Article |
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Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1142/S2010139222400031 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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