The importance and subtlety of credit rating migration
暂无分享，去创建一个
[1] A. Saunders,et al. Credit risk measurement: Developments over the last 20 years , 1997 .
[2] E. Altman,et al. Almost Everything You Wanted to Know about Recoveries on Defaulted Bonds , 1996 .
[3] L. Crabbe. A Framework for Corporate Bond Strategy , 1995 .
[4] Douglas J. Lucas. The Effectiveness of Downgrade Provision in Reducing Counterparty Credit Risk , 1995 .
[5] Jerome S. Fons,et al. Measuring Changes in Corporate Credit Quality , 1994 .
[6] E. Altman,et al. Defaults and Returns on High Yield Bonds: Analysis Through 1994 , 1994 .
[7] E. Altman,et al. The Implications of Corporate Bond Ratings Drift , 1992 .
[8] Edward I. Altman,et al. Rating Drift in High-Yield Bonds , 1992 .
[9] Douglas J. Lucas,et al. Changes in Corporate Credit Quality 1970–1990 , 1992 .
[10] Jerome S. Fons,et al. Corporate Bond Defaults and Default Rates 1970–1990 , 1991 .
[11] E. Altman. Measuring Corporate Bond Mortality and Performance , 1989 .