Capturing Model Risk and Rating Momentum in the Estimation of Probabilities of Default and Credit Rating Migrations

AuthID
 P-00T-GW4
3
Author(s)
Pfeuffer, M
·
Tipo de Documento
Article
Year published
2020
Publicado
in Quantitative Finance, ISSN: 1469-7688
Volume: 20, Número: 7, Páginas: 1069-1083
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ISSN: 1469-7688
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