Ratings-based credit risk modelling: An empirical analysis
| Year of publication: |
2007
|
|---|---|
| Authors: | Nickell, Pamela ; Perraudin, William ; Varotto, Simone |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 16.2007, 5, p. 434-451
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