Non-Parametric Analysis of Rating Transition and Default Data

Peter Fledelius, David Lando, Jens Perch Nielsen

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningpeer review

SprogEngelsk
TidsskriftJournal of Investment Management
Vol/bind2
Udgave nummer2
Sider71-85
ISSN1545-9144
StatusUdgivet - 2004

Emneord

  • Kreditrisiko
  • Renterisiko
  • Ratings & Rankings
  • Erhvervsobligationer

Citer dette

Fledelius, Peter ; Lando, David ; Perch Nielsen, Jens. / Non-Parametric Analysis of Rating Transition and Default Data. I: Journal of Investment Management. 2004 ; Bind 2, Nr. 2. s. 71-85
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Non-Parametric Analysis of Rating Transition and Default Data. / Fledelius, Peter; Lando, David; Perch Nielsen, Jens.

I: Journal of Investment Management, Bind 2, Nr. 2, 2004, s. 71-85.

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningpeer review

TY - JOUR

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AU - Lando,David

AU - Perch Nielsen,Jens

PY - 2004

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KW - Renterisiko

KW - Ratings & Rankings

KW - Erhvervsobligationer

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VL - 2

SP - 71

EP - 85

JO - Journal of Investment Management

T2 - Journal of Investment Management

JF - Journal of Investment Management

SN - 1545-9144

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