Credit transition and structural shocks
Camilla Ferretti, Giampaolo Gabbi, Piero Ganugi, Pietro Vozzella
| Year of publication: |
2022
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|---|---|
| Authors: | Ferretti, Camilla ; Gabbi, Giampaolo ; Ganugi, Piero ; Vozzella, Pietro |
| Published in: |
The Quarterly Journal of Finance : QJF. - Singapore : World Scientific Publ., ISSN 2010-1406, ZDB-ID 2600942-0. - Vol. 12.2022, 1, Art.-No. 2240003, p. 2240003-1-2240003-28
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| Subject: | absorbing state | Credit risk | Markov chains | rating migration | Kreditrisiko | Markov-Kette | Markov chain | Theorie | Theory | Schock | Shock | Kreditwürdigkeit | Credit rating |
Online Resource
| Type of publication: | Article |
|---|---|
| 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 |
Persistent link: https://www.econbiz.de/10013174945