Empirical validation of the credit rating migration model for estimating the migration boundary
Yang Lin and Jin Liang
| Year of publication: |
2021
|
|---|---|
| Authors: | Lin, Yang ; Liang, Jin |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 15.2021, 2, p. 39-61
|
| Subject: | empirical validation | credit risk | structural model | credit migration boundary | corpo-rate bond | free boundary problem | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Theorie | Theory | Internationale Migration | International migration | Anleihe | Bond | Unternehmensanleihe | Corporate bond | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JRMV.2021.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012817214