Ratings migration and the business cycle, with application to credit portfolio stress testing
| Year of publication: |
2002
|
|---|---|
| Authors: | Bangia, Anil ; Diebold, Francis X. ; Kronimus, Andre ; Schagen, Christian ; Schuermann, Til |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 26.2002, 2-3, p. 445-474
|
| Publisher: |
Elsevier |