Ratings migration and the business cycle, with application to credit portfolio stress testing
| Year of publication: |
2002
|
|---|---|
| Authors: | Bangia, Anil ; Diebold, Francis X. ; Kronimus, André ; Schagen, Christian ; Schuermann, Til |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 26.2002, 2, p. 445-474
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