Analyzing the impact of credit migration in a portfolio setting
| Year of publication: |
2011
|
|---|---|
| Authors: | Tsaig, Yaakov ; Levy, Amnon ; Wang, Yashan |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 35.2011, 12, p. 3145-3158
|