An Alternative Methodology for Estimating Credit Quality Transition Matrices
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- Jose Eduardo Gómez & Paola Morales Acevedo & Fernando Pineda & Nancy Zamudio, 2007. "An Alternative Methodology for Estimating Credit Quality Transition Matrices," BORRADORES DE ECONOMIA 004395, BANCO DE LA REPÚBLICA.
References listed on IDEAS
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- José E.Gómez González & Nicholas M. Kiefer, 2007. "Evidence of non-Markovian behavior in the process of bank rating migrations," Borradores de Economia 448, Banco de la Republica de Colombia.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Angela González Arbeláez, "undated".
"Determinantes del riesgo de crédito comercial en Colombia,"
Temas de Estabilidad Financiera
045, Banco de la Republica de Colombia.
- Ángela González Arbeláez, 2010. "Determinantes del riesgo del crédito comercial en Colombia," VNIVERSITAS ECONÓMICA 008215, UNIVERSIDAD JAVERIANA - BOGOTÁ.
More about this item
KeywordsFirms; macroeconomic variables; firm-specific covariates; hazard function; transition intensities. Classification JEL: C4; E44; G21; G23; G38.;
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- G38 - Financial Economics - - Corporate Finance and Governance - - - Government Policy and Regulation
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