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Ratings migration and the business cycle, with application to credit portfolio stress testing
Bangia, Anil
;
Diebold, Francis X.
;
Kronimus, André
; …
- In:
Journal of banking & finance
26
(
2002
)
2/3
,
pp. 445-474
Persistent link: https://www.econbiz.de/10001654345
Saved in:
2
Ratings migration and the business cycle, with application to credit portfolio stress testing
Bangia, Anil
;
Diebold, Francis X.
;
Kronimus, Andre
; …
- In:
Journal of Banking & Finance
26
(
2002
)
2-3
,
pp. 445-474
Persistent link: https://www.econbiz.de/10005201301
Saved in:
3
Ratings migration and the business cycle, with application to credit portfolio stress testing
Bangia, Anil
;
Diebold, Francis X.
;
Kronimus, André
; …
- In:
Journal of banking & finance
26
(
2002
)
2
,
pp. 445-474
Persistent link: https://www.econbiz.de/10005890916
Saved in:
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