Evidence of non-Markovian behavior in the process of bank rating migrations
Year of publication: |
2007-07-26
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Authors: | González, José E. Gómez ; Kiefer, Nicholas M. |
Institutions: | BANCO DE LA REPÚBLICA |
Subject: | Financial institutions | macroeconomic variables | capitalization | supervision | transition intensities |
Series: | |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 2 pages long |
Classification: | C4 - Econometric and Statistical Methods: Special Topics ; E44 - Financial Markets and the Macroeconomy ; G21 - Banks; Other Depository Institutions; Mortgages ; G23 - Pension Funds; Other Private Financial Institutions ; G38 - Government Policy and Regulation |
Source: |
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Evidence of non-Markovian behavior in the process of bank rating migrations
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Evidence of Non-Markovian Behavior in the Process of Bank Rating Migrations
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Evidence of non-Markovian behavior in the process of bank rating migrations
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