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DURATION MODELS FOR CREDIT RATING MIGRATION: EVIDENCE FROM THE FINANCIAL CRISIS

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https://hal-cyu.archives-ouvertes.fr//hal-03679407
Contributor : Jean-Luc Prigent Connect in order to contact the contributor
Submitted on : Thursday, May 26, 2022 - 3:20:41 PM
Last modification on : Friday, May 27, 2022 - 4:02:01 PM

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Myriam Ben Ayed, Adel Karaa, Jean-Luc Prigent. DURATION MODELS FOR CREDIT RATING MIGRATION: EVIDENCE FROM THE FINANCIAL CRISIS. Economic Inquiry, Wiley, 2018, 56 (3), pp.1870-1886. ⟨10.1111/ecin.12561⟩. ⟨hal-03679407⟩

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