The importance and subtlety of credit rating migration
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Banking & Finance.
Volume (Year): 22 (1998)
Issue (Month): 10-11 (October)
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Web page: http://www.elsevier.com/locate/jbf
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Cahiers de recherche
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- David Wozabal & Ronald Hochreiter, 2009. "A Coupled Markov Chain Approach to Credit Risk Modeling," Papers 0911.3802, arXiv.org, revised Jan 2014.
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