Evidence of non-Markovian behavior in the process of bank rating migrations
Authors: | González, José E. Gómez ; Kiefer, Nicholas M. |
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Institutions: | Banco de la Republica de Colombia |
Subject: | Financial institutions | macroeconomic variables | capitaliza- tion | supervision | transition intensities |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C4 - Econometric and Statistical Methods: Special Topics ; E44 - Financial Markets and the Macroeconomy ; G21 - Banks; Other Depository Institutions; Mortgages ; G23 - Pension Funds; Other Private Financial Institutions ; G38 - Government Policy and Regulation |
Source: |
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Evidence of non-Markovian behavior in the process of bank rating migrations
Gómez-Gonzalez, José E., (2007)
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Evidence of non-Markovian behavior in the process of bank rating migrations
González, José E. Gómez, (2007)
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Evidence of Non-Markovian Behavior in the Process of Bank Rating Migrations
Gómez-González, José E., (2009)
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Burbujas en precios de activos financieros: existencia, persistencia y migración
Franco, Juan Pablo, (2014)
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Evidence of non-Markovian behavior in the process of bank rating migrations
González, José E. Gómez, (2007)
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Explaining time to bank failure in Colombia during the financial crisis of the late 1990s
Gomez-Gonzalez, Jose E.,
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