Bayesian inference for issuer heterogeneity in credit ratings migration

Author:

Kadam Ashay,Lenk Peter

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

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3. Bank rating migrations before and since the onset of the financial crisis;Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad;2020-11-20

4. Risk assessment for financial accounting: modeling probability of default;The Journal of Risk Finance;2020-10-28

5. Rating migrations of US financial institutions: are different outcomes equivalent?;Journal of Risk;2019

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