Forecasting credit migration matrices with business cycle effects—a model comparison

Author: Truck Stefan  

Publisher: Routledge Ltd

ISSN: 1466-4364

Source: The European Journal of Finance, Vol.14, Iss.5, 2008-07, pp. : 359-379

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract