A Markov approach to credit rating migration conditional on economic states

Fuente: arXiv

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Bibliographic Details
Main Authors:	Kalkbrener, Michael, Packham, Natalie
Format:	Preprint
Published:	2024
Subjects:	Risk Management Probability 60J20, 91G40, 60J05, 60E15
Online Access:	Acceder al recurso
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