Dynamic Bayesian Model of Credit Rating for Credit Bonds
Author:
Publisher
Springer Singapore
Link
http://link.springer.com/content/pdf/10.1007/978-981-15-2568-1_185
Reference11 articles.
1. Rhee, R.: Why credit rating agencies exist. Econ. Notes 44(2), 161–176 (2015)
2. Barnard, B.: Rating migration and bond valuation: ahistorical interest rate and default probability term structures. Social Science Electronic Publishing (2017)
3. Sajjad, F., Zakaria, M.: Credit rating as a mechanism for capital structure optimization: empirical evidence from panel data analysis. Int. J. Financ. Stud. 6(1), 1–14 (2018)
4. Lando, D., Skodeberg, T.M.: Analyzing rating transitions and rating drift with continuous observations. J. Bank. Financ. 26, 423–444 (2002)
5. Fuertes, A.M., Kalotychou, E.: On sovereign credit migration: a study of alternative estimators and rating dynamics. Comput. Stat. Data Anal. 51(7), 3448–3469 (2007)
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