Bayesian inference for issuer heterogeneity in credit ratings migration
Rating transition matrices for corporate bond issuers are often based on fitting a discrete
time Markov chain model to homogeneous cohorts. Literature has documented that rating …
time Markov chain model to homogeneous cohorts. Literature has documented that rating …
Bayesian inference for issuer heterogeneity in credit ratings migration
A Kadam, P Lenk - Journal of Banking and Finance, 2008 - infona.pl
Rating transition matrices for corporate bond issuers are often based on fitting a discrete
time Markov chain model to homogeneous cohorts. Literature has documented that rating …
time Markov chain model to homogeneous cohorts. Literature has documented that rating …
[PDF][PDF] Bayesian Inference for Issuer Heterogeneity in Credit Ratings Migration
A Kadam, P Lenk - Citeseer
Rating transition matrices for corporate bond issuers are often based on fitting a discrete
time Markov chain model to homogeneous cohorts. Literature has documented that rating …
time Markov chain model to homogeneous cohorts. Literature has documented that rating …
Bayesian inference for issuer heterogeneity in credit ratings migration
A Kadam, P Lenk - Journal of Banking & Finance, 2008 - econpapers.repec.org
Rating transition matrices for corporate bond issuers are often based on fitting a discrete
time Markov chain model to homogeneous cohorts. Literature has documented that rating …
time Markov chain model to homogeneous cohorts. Literature has documented that rating …
[引用][C] Bayesian inference for issuer heterogeneity in credit ratings migration.
A Kadam, P Lenk - Journal of banking and finance, 2008 - dialnet.unirioja.es
Bayesian Inference for Issuer Heterogeneity in Credit Ratings Migration
A Kadam, P Lenk - Journal of Banking and Finance, Forthcoming - papers.ssrn.com
Rating transition matrices for corporate bond issuers are often based on fitting a discrete
time Markov chain model to homogeneous cohorts. Literature has documented that rating …
time Markov chain model to homogeneous cohorts. Literature has documented that rating …
Bayesian inference for issuer heterogeneity in credit ratings migration
A Kadam, P Lenk - Journal of Banking & Finance, 2008 - ideas.repec.org
Rating transition matrices for corporate bond issuers are often based on fitting a discrete
time Markov chain model to homogeneous cohorts. Literature has documented that rating …
time Markov chain model to homogeneous cohorts. Literature has documented that rating …
[PDF][PDF] Bayesian Inference for Issuer Heterogeneity in Credit Ratings Migration
A Kadam, P Lenk - papers.ssrn.com
We explore sources of heterogeneity in rating migration behavior using a continuous time
Markov chain. Working in continuous time circumvents the embedding problem, mitigates …
Markov chain. Working in continuous time circumvents the embedding problem, mitigates …
[PDF][PDF] Bayesian Inference for Issuer Heterogeneity in Credit Ratings Migration
A Kadam, P Lenk - Citeseer
We explore sources of heterogeneity in rating migration behavior using a continuous time
Markov chain. Working in continuous time circumvents the embedding problem, mitigates …
Markov chain. Working in continuous time circumvents the embedding problem, mitigates …