Rating Migration and Bond Valuation: Towards Ahistorical Rating Migration Matrices and Default Probability Term Structures
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- Brian BARNARD, 2019. "Sovereign Credit Rating, Rating Migration, and the Risk-Free Rate: A Joint Markov Process and Random Walk Modelling of the Risk-Free Rate," Expert Journal of Economics, Sprint Investify, vol. 7(1), pages 32-44.
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More about this item
Keywordsdefault probability; default risk; credit risk; rating migration; bond valuation;
All these keywords.
- R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
- Z0 - Other Special Topics - - General
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