An introduction to recent research on credit ratings
Richard Cantor
págs. 2565-2573
Confidence sets for continuous-time rating transition probabilities
Ernst Hansen, David Lando, Jens H.E. Christensen
págs. 2575-2602
Measurement, estimation and comparison of credit migration matrices
Til Schuermann, Yusuf Jafry
págs. 2603-2639
Are credit ratings procyclical?
Jeffery D. Amato, Craig H. Furfine
págs. 2641-2677
How rating agencies achieve rating stability
Edward L. Altman, Herbert A. Rijken
págs. 2679-2714
págs. 2715-2746
Factors affecting the valuation of corporate bonds
Christopher Mann, Martin J. Gruber, Deepak Agrawal, Edwin J. Elton
págs. 2747-2767
On the consistency of ratings and bond market yields
Alex P. Taylor, William Perraudin
págs. 2769-2788
The relationship between credit default swap spreads, bond yields, and credit rating announcements
Alan White, Mirela Predescu, John Hull
págs. 2789-2811
págs. 2813-2843
págs. 2845-2867
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