Testing time-homogeneity of rating transitions after origination of debt
| Year of publication: |
2009
|
|---|---|
| Authors: | Weißbach, Rafael ; Tschiersch, Patrick ; Lawrenz, Claudia |
| Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 36.2009, 3, p. 575-596
|
| Publisher: |
Department of Economics and Finance Research and Teaching |
| Subject: | Portfolio credit risk | Rating transitions | Markov model | Time-homogeneity | Likelihood ratio |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10004995481