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DURATION MODELS FOR CREDIT RATING MIGRATION: EVIDENCE FROM THE FINANCIAL CRISIS

Myriam Ben Ayed, Adel Karaa and Jean-Luc Prigent
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Adel Karaa: ISG Tunis - ISG Tunis

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Date: 2018-07
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Published in Economic Inquiry, 2018, 56 (3), pp.1870-1886. ⟨10.1111/ecin.12561⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03679407

DOI: 10.1111/ecin.12561

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