Enhanced PD-implied ratings by targeting the credit rating migration matrix
10.1016/j.jfds.2021.05.001
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| Main Authors: | , |
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| Other Authors: | |
| Format: | Article |
| Published: |
KeAi Communications Co.
2022
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| Subjects: | |
| Online Access: | https://scholarbank.nus.edu.sg/handle/10635/232002 |
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| Institution: | National University of Singapore |