Publications

Type of Publication: Article in Journal

Estimation of transition matrices for sovereign credit risk

Author(s):
R. Kiesel, Y.-T. Hu and W. Perraudin
Title of Journal:
Journal of Banking and Finance
Volume (Publication Date):
26 (2002)
Number of Issue:
7
pages:
1383-1406
Link to complete version:
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1961038
Citation:
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