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Analyzing the impact of credit migration in a portfolio setting

Yaakov Tsaig; Amnon Levy; Yashanq Wang
Year of publication:
2011
Authors: Tsaig, Yaakov ; Levy-Livermore, Amnon ; Wang, Yashan
Published in:
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 35.2011, 12, p. 3145-3157
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