Advanced Search

The estimation of transition matrices for sovereign credit ratings

Contents:

Author Info

  • Hu, Yen-Ting
  • Kiesel, Rudiger
  • Perraudin, William

Abstract

No abstract is available for this item.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://www.sciencedirect.com/science/article/B6VCY-45SRGK4-3/2/22ef2c160523dddf2e672140ea390b14
Download Restriction: Full text for ScienceDirect subscribers only

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Bibliographic Info

Article provided by Elsevier in its journal Journal of Banking & Finance.

Volume (Year): 26 (2002)
Issue (Month): 7 (July)
Pages: 1383-1406
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:eee:jbfina:v:26:y:2002:i:7:p:1383-1406

Contact details of provider:
Web page: http://www.elsevier.com/locate/jbf

For corrections or technical questions regarding this item, or to correct its listing, contact: (Jeroen Loos).

Related research

Keywords:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
  1. Sy, Amadou N.R., 2004. "Rating the rating agencies: Anticipating currency crises or debt crises?," Journal of Banking & Finance, Elsevier, vol. 28(11), pages 2845-2867, November.
  2. Guglielmo D’Amico & Jacques Janssen & Raimondo Manca, 2006. "Homogeneous semi-Markov reliability models for credit risk management," Decisions in Economics and Finance, Springer, vol. 28(2), pages 79-93, 02.
  3. Chew Lian Chua & G. C. Lim & Penelope Smith, 2008. "A Bayesian Simulation Approach to Inference on a Multi-State Latent Factor Intensity Model," Melbourne Institute Working Paper Series wp2008n16, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  4. Pierre Richard Agénor, 2006. "External Shocks and the Urban Poor," The School of Economics Discussion Paper Series 0607, Economics, The University of Manchester.
  5. Erdem Basci & M. Fatih Ekinci & Murat Yulek, 2007. "On Fixed and Variable Fiscal Surplus Rules," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 43(3), pages 5-15, June.
  6. Elena Kalotychou & Ana-Maria Fuertes, 2006. "On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics," Computing in Economics and Finance 2006 509, Society for Computational Economics.
  7. António Afonso & Pedro Gomes & Philipp Rother, 2006. "Ordered Response Models for Sovereign Debt Ratings," Working Papers 2006/34, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
  8. P R Agénor, 2006. "Corruption Clubs: Endogenous Thresholds in Corruption and Development," Centre for Growth and Business Cycle Research Discussion Paper Series 68, Economics, The Univeristy of Manchester.
  9. Manfred Gärtner & Björn Griesbach & Florian Jung, 2011. "PIGS or Lambs? The European Sovereign Debt Crisis and the Role of Rating Agencies," International Advances in Economic Research, Springer, vol. 17(3), pages 288-299, August.
  10. Andrea Pescatori & Amadou N. R. Sy, 2004. "Debt Crises and the Development of International Capital Markets," IMF Working Papers 04/44, International Monetary Fund.
  11. António Afonso & Pedro Gomes & Philipp Rother, 2007. "What “hides” behind sovereign debt ratings?," Working Paper Series 711, European Central Bank.
  12. Andrew Powell, 2004. "Implications of Basel II for Latin America," Business School Working Papers basel, Universidad Torcuato Di Tella.
  13. Alicia García-Herrero & Sergio Gavilá, 2006. "Posible impacto de Basilea II en los países emergentes," Banco de España Occasional Papers 0606, Banco de España.

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:eee:jbfina:v:26:y:2002:i:7:p:1383-1406

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Jeroen Loos).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.