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Toward a bottom-up approach to assessing sovereign default risk
Altman, Edward I., (2011)
Volatility and mean spillovers between sovereign and banking sector CDS markets : a note on the European sovereign debt crisis
Tamakoshi, Go, (2013)
Euro periphery sovereign default swap pricing
Realdon, Marco, (2012)
Influence of migration policies on the dynamics of credit agency ratings
Altman, Edward I., (2003)
Benchmarking the timeliness of credit agency ratings with credit score models
The impact of the rating agencies' through-the-cycle methodology on rating dynamics
Altman, Edward I., (2005)