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
·
Document Type
Article
Year published
2020
Published
in Quantitative Finance, ISSN: 1469-7688
Volume: 20, Issue: 7, Pages: 1069-1083
Indexing
Crossref®11
Google Scholar®
Publication Identifiers
Source Identifiers
ISSN: 1469-7688
Export Publication Metadata
Marked List
 Add to Marked List
Citations
Oops! It looks like you don't have access to this content.

This section is restricted to uses with b-on access.

CORE Conference
No information about CORE Rank

During the preprocessing phase, only publications of type 'Proceedings Paper' or 'Proceedings' are automatically processed to identify their CORE Rank.

TIP: If your publication's CORE Rank is missing, you can contact with your institutional manager to have the correct ranking manually added to the record.

Journal Factors
Oops! It looks like you don't have access to this content.

This section is restricted to uses with b-on access.

Full Text
Full Text @ sfx.b-on.pt

footer slogan

Useful Links

Get Help

© 2026 CRACS & Inesc TEC - All Rights Reserved Privacy Policy | Terms of Service