Analyzing Rating Transitions and Rating Drift with Continuous Observations

Research output: Contribution to journal › Journal article › Research › peer-review

  • David Lando
  • Torben Skødeberg
Original languageEnglish
JournalJournal of Banking & Finance
Volume26
Pages (from-to)423-444
ISSN0378-4266
Publication statusPublished - 2002

ID: 78907