Testing time-homogeneity of rating transitions after origination of debt
Year of publication: |
2009
|
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Authors: | Weißbach, Rafael ; Tschiersch, Patrick ; Lawrenz, Claudia |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 36.2009, 3, p. 575-596
|
Subject: | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Markov-Kette | Markov chain | Zeitökonomie | Economy of time | Statistischer Test | Statistical test | Deutschland | Germany | 1997-2003 |
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