The dynamics of credit spreads and ratings migrations
Heber Farnsworth and Tao Li
| Year of publication: |
2007
|
|---|---|
| Authors: | Farnsworth, Heber ; Li, Tao |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 42.2007, 3, p. 595-620
|
| Subject: | Kreditrisiko | Credit risk | Bayes-Statistik | Bayesian inference | Kreditsicherung | Collateral | Kredittheorie | Theory of credit | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003527787