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Credit risk rating migration and unobserved borrower heterogeneity

Stokes, Jeffrey R.; Dressler, Jonathan B.; … - In: Agricultural Finance Review 68 (2008) 2, pp. 237-253

Some past studies of credit risk ratings migration have found trend reversals and evidence that the data‐generating process is nonstationary. Using a sample of Farm Credit System mortgages, we find no compelling statistical evidence of either phenomenon. We do find evidence that our sample of...

Persistent link: https://www.econbiz.de/10014667250

A dynamic model of predation

Spiegel, Yossi; Rey, Patrick; Stahl, Konrad - 2022

Persistent link: https://www.econbiz.de/10013270396

The downward spiral

Guner, Nezih; Kopecky, Karen A.; Greenwood, Jeremy - 2022

Persistent link: https://www.econbiz.de/10012816929

Numerical methods in Markov chains and bulk queues

Bagchi, Tapan P.; Templeton, James G. C. - 1972

Persistent link: https://www.econbiz.de/10009584846

Hidden Markov models for time series : an introduction using R

Zucchini, Walter; MacDonald, Iain L. - 2009

Persistent link: https://www.econbiz.de/10010253738

Undiscounted bandit games

Keller, Godfrey; Rady, Sven - 2019

Persistent link: https://www.econbiz.de/10012197846

"Stall speed" and "escape velocity" : empty metaphors or empirical realities?

Diggle, Paul; Bartholomew, Luke - 2020

Persistent link: https://www.econbiz.de/10012198162

Estimating macroeconomic models of financial crises : an endogenous regime-switching approach

Benigno, Gianluca; Foerster, Andrew; Otrok, Christopher M. - 2020

Persistent link: https://www.econbiz.de/10012219565

Denumerable Markov chains

Kemeny, John G.; Snell, James Laurie; Knapp, Anthony W. - 1976 - 2. ed.

Persistent link: https://www.econbiz.de/10009602017

Einfuehrung in die Theorie der Markovschen Ketten und ihre Anwendungen

Langrock, Peter; Jahn, Walter - 1979 - 1. Aufl.

Persistent link: https://www.econbiz.de/10009603386

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