The dynamics of credit spreads and ratings migrations

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

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Keyphrases

Non-nested Models Keyphrases

Rating Migration Keyphrases

Credit Rating Keyphrases

Credit Spreads Keyphrases

Copyright Keyphrases

Bayesian Approach Keyphrases

Bayesian Estimation Keyphrases

Transition Probabil... Keyphrases

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Term Structure Mode... Keyphrases

Business Administra... Keyphrases

Business Schools Keyphrases

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Yield Curve Keyphrases

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probability INIS

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Economics, Econometrics and Finance

Yield Curve Economics, Econometrics a...

Credit Rating Economics, Econometrics a...

Bayesian Economics, Econometrics a...

Business Economics Economics, Econometrics a...

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