Credit risk rating migration and unobserved borrower heterogeneity

Jeffrey Stokes, Jonathan B. Dressler and Lakshmi Balasubramanyan ()

Agricultural Finance Review, 2008, vol. 68, issue 2, 237-253

Abstract: Keywords: Credit risk, Markov chain, Maximum entropy, Migration, Risk ratings

Date: 2008
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.emerald.com/insight/content/doi/10.110 ... d&utm_campaign=repec (text/html)
https://www.emerald.com/insight/content/doi/10.110 ... d&utm_campaign=repec (application/pdf)
Access to full text is restricted to subscribers

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eme:afrpps:v:68:y:2008:i:2:p:237-253

DOI: 10.1108/00214660880001228

Access Statistics for this article

Agricultural Finance Review is currently edited by Valentina Hartarska and Denis Nadolnyak

More articles in Agricultural Finance Review from Emerald Group Publishing Limited
Bibliographic data for series maintained by Emerald Support ().