Stability of rating transitions
Top Cited Papers
- 1 January 2000
- journal article
- Published by Elsevier in Journal of Banking & Finance
- Vol. 24 (1-2) , 203-227
- https://doi.org/10.1016/s0378-4266(99)00057-6
Abstract
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All Related Versions
This publication has 5 references indexed in Scilit:
- Forecasting Default Rates on High-Yield BondsThe Journal of Fixed Income, 1996
- Provincial Credit Ratings in Canada: An Ordered Probit AnalysisSSRN Electronic Journal, 1996
- The Implications of Corporate Bond Ratings DriftCFA Magazine, 1992
- Rating Drift in High-Yield BondsThe Journal of Fixed Income, 1992
- Changes in Corporate Credit Quality 1970–1990The Journal of Fixed Income, 1992