Stability of rating transitions
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References listed on IDEAS
- Jean Helwege & Paul Kleiman, 1996. "Understanding aggregate default rates of high yield bonds," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 2(May).
- Cheung, S., 1996. "Provincial Credit Rating in Canada: An Ordered Probit Analysis," Staff Working Papers 96-6, Bank of Canada.
- Richard Cantor & Frank Packer, 1994. "The credit rating industry," Quarterly Review, Federal Reserve Bank of New York, issue Sum, pages 1-26.
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