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Ratings-based credit risk modelling : an empirical analysis
Nickell, Pamela; Perraudin, William R. M.; Varotto, Simone - In: International review of financial analysis 16 (2007) 5, pp. 434-451
Persistent link: https://www.econbiz.de/10003612970
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Ratings versus equity-based credit risk modelling : an empirical analysis
Nickell, Pamela; Perraudin, William R. M.; Varotto, Simone - 2001
Persistent link: https://www.econbiz.de/10001581512
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Stability of ratings transitions
Nickell, Pamela; Perraudin, William R. M.; Varotto, Simone - 2001
Persistent link: https://www.econbiz.de/10001581515
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Stability of rating transitions
Nickell, Pamela; Perraudin, William R. M.; Varotto, Simone - In: Journal of banking & finance 24 (2000) 1/2, pp. 203-227
Persistent link: https://www.econbiz.de/10001432952