Reading between the ratings : modeling residual credit risk and yield overlap
Charles Chang, Cheng-Der Fuh, Chu-Lan Michael Kao
| Year of publication: |
August 2017
|
|---|---|
| Authors: | Chang, Charles ; Fuh, Cheng-Der ; Kao, Chu-Lan Michael |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 81.2017, p. 114-135
|
| Subject: | Credit rating | Yield curve | Markov model | Zinsstruktur | Kreditrisiko | Credit risk | Kreditwürdigkeit | Theorie | Theory | Markov-Kette | Markov chain | Rendite | Yield | Schätzung | Estimation | Anleihe | Bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2017.04.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011816428