A Cyclical Model of Multiple-Horizon Credit Rating Transitions and Default

2007 ◽  
Author(s):  
Albert D. Metz
Keyword(s):  
Credit Rating ◽  
Rating Transitions

The Real Nature of Credit Rating Transitions

2008 ◽  
Author(s):  
Axel Eisenkopf
Keyword(s):  
Credit Rating ◽  
The Real ◽  
Real Nature ◽  
Rating Transitions

A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transitions

2006 ◽  
Author(s):  
Nicholas M. Kiefer ◽  
C. Erik Larson
Keyword(s):  
Credit Rating ◽  
Rating Transitions

scholarly journals Numerical Modeling of Dependent Credit Rating Transitions with Asynchronously Moving Industries

2016 ◽  
Vol 49 (3) ◽  
pp. 499-516 ◽  
Author(s):  
D. V. Boreiko ◽  
Y. M. Kaniovski ◽  
G. Ch. Pflug
Keyword(s):  
Numerical Modeling ◽  
Credit Rating ◽  
Rating Transitions

Modeling the effect of macroeconomic factors on corporate default and credit rating transitions

2012 ◽  
Vol 21 (1) ◽  
pp. 87-105 ◽  
Author(s):  
Stephen Figlewski ◽  
Halina Frydman ◽  
Weijian Liang
Keyword(s):  
Credit Rating ◽  
Macroeconomic Factors ◽  
Corporate Default ◽  
Rating Transitions

Random effects model for credit rating transitions

2008 ◽  
Vol 184 (2) ◽  
pp. 561-573 ◽  
Author(s):  
Yoonseong Kim ◽  
So Young Sohn
Keyword(s):  
Random Effects ◽  
Credit Rating ◽  
Random Effects Model ◽  
Rating Transitions

Modeling of Dependent Credit Rating Transitions Governed by Industry-Specific Markovian Matrices

2017 ◽  
pp. 525-531
Author(s):  
Dmitri V. Boreiko ◽  
Yuri M. Kaniovski ◽  
Georg Ch. Pflug
Keyword(s):  
Credit Rating ◽  
Rating Transitions

scholarly journals Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence

2015 ◽  
Vol 24 (4) ◽  
pp. 989-1007 ◽  
Author(s):  
D. V. Boreiko ◽  
Y. M. Kaniovski ◽  
G. Ch. Pflug
Keyword(s):  
Empirical Evidence ◽  
Credit Rating ◽  
Rating Transitions

A simulation estimator for testing the time homogeneity of credit rating transitions

2007 ◽  
Vol 14 (5) ◽  
pp. 818-835 ◽  
Author(s):  
Nicholas M. Kiefer ◽  
C. Erik Larson
Keyword(s):  
Credit Rating ◽  
Rating Transitions

The Ordered Qualitative Model for Credit Rating Transitions

2003 ◽  
Author(s):  
Dingan Feng ◽  
Christian Gourieroux ◽  
Joann Jasiak
Keyword(s):  
Credit Rating ◽  
Qualitative Model ◽  
Rating Transitions
Sign in / Sign up

Export Citation Format

Share Document