Type of Publication: Article in Journal

Estimation of transition matrices for sovereign credit risk

Author(s):

Kiesel, R.; Hu, Y. - T; Perraudin, W.

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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