DURATION MODELS FOR CREDIT RATING MIGRATION: EVIDENCE FROM THE FINANCIAL CRISIS - Archive ouverte HAL Access content directly
Journal Articles Economic Inquiry Year : 2018

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

Myriam Ben Ayed
  • Function : Author
Adel Karaa
  • Function : Author
ISG Tunis
Jean-Luc Prigent
  • Function : Author
  • PersonId : 1134801
Théorie économique, modélisation et applications

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Mathematics [math] Humanities and Social Sciences Statistics [stat] Quantitative Finance [q-fin]

Jean-Luc Prigent  : Connect in order to contact the contributor

https://hal-cyu.archives-ouvertes.fr/hal-03679407

Submitted on : Thursday, May 26, 2022-3:20:41 PM

Last modification on : Friday, March 24, 2023-2:53:27 PM

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hal-03679407 , version 1 (26-05-2022)

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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, 2018, 56 (3), pp.1870-1886. ⟨10.1111/ecin.12561⟩. ⟨hal-03679407⟩

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