Business Cycles and Conditional Credit-Rating Migration Matrices

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Reference

Boreiko, D., Kaniovski, S., Kaniovski, Y., & Pflug, G. (2018). Business Cycles and Conditional Credit-Rating Migration Matrices. The Quarterly Journal of Finance (QJF), 8(4), 1-19.

Publication type

Article in Scientific Journal

Persons

Organizational Units

  • Propter Homines Chair for Banking and Financial Market Law

DOI

http://dx.doi.org/10.1142/S2010139218400050