Implied migration rates from credit barrier models

10.1016/j.jbankfin.2005.04.011

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Bibliographic Details
Main Authors:	Albanese, C., Chen, O.X.
Other Authors:	MATHEMATICS
Format:	Article
Published:	2014
Subjects:	Credit ratings Credit risk modelling Credit spreads Default probabilities
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/103402
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Institution:	National University of Singapore

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spelling	sg-nus-scholar.10635-1034022023-10-30T20:18:03Z Implied migration rates from credit barrier models Albanese, C. Chen, O.X. MATHEMATICS Credit ratings Credit risk modelling Credit spreads Default probabilities 10.1016/j.jbankfin.2005.04.011 Journal of Banking and Finance 30 2 607-626 JBFID 2014-10-28T02:36:47Z 2014-10-28T02:36:47Z 2006-02 Article Albanese, C., Chen, O.X. (2006-02). Implied migration rates from credit barrier models. Journal of Banking and Finance 30 (2) : 607-626. ScholarBank@NUS Repository. https://doi.org/10.1016/j.jbankfin.2005.04.011 03784266 http://scholarbank.nus.edu.sg/handle/10635/103402 000236133400016 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Credit ratings Credit risk modelling Credit spreads Default probabilities
spellingShingle	Credit ratings Credit risk modelling Credit spreads Default probabilities Albanese, C. Chen, O.X. Implied migration rates from credit barrier models
description	10.1016/j.jbankfin.2005.04.011
author2	MATHEMATICS
author_facet	MATHEMATICS Albanese, C. Chen, O.X.
format	Article
author	Albanese, C. Chen, O.X.
author_sort	Albanese, C.
title	Implied migration rates from credit barrier models
title_short	Implied migration rates from credit barrier models
title_full	Implied migration rates from credit barrier models
title_fullStr	Implied migration rates from credit barrier models
title_full_unstemmed	Implied migration rates from credit barrier models
title_sort	implied migration rates from credit barrier models
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/103402
_version_	1781787727123972096

Implied migration rates from credit barrier models

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