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Credit risk diversification : evidence from the eurobond market
Varotto, Simone
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2003
Persistent link: https://www.econbiz.de/10001813942
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Credit risk diversification : evidence from the eurobond market
Varotto, Simone
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2003
Persistent link: https://www.econbiz.de/10001837099
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Ratings versus equity-based credit risk modelling : an empirical analysis
Nickell, Pamela
;
Perraudin, William R. M.
;
Varotto, Simone
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2001
Persistent link: https://www.econbiz.de/10001581512
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Stability of ratings transitions
Nickell, Pamela
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Perraudin, William R. M.
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Varotto, Simone
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2001
Persistent link: https://www.econbiz.de/10001581515
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