Statistical Surveillance of Structural Breaks in Credit Rating Dynamics

The 2007–2008 financial crisis had severe consequences on the global economy and an intriguing question related to the crisis is whether structural breaks in the credit market can be detected. To address this issue, we chose firms’ credit rating transition dynamics as a proxy of the credit market an...

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Detalles Bibliográficos
Autores principales: Xing, Haipeng, Wang, Ke, Li, Zhi, Chen, Ying
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7597147/
https://www.ncbi.nlm.nih.gov/pubmed/33286841
http://dx.doi.org/10.3390/e22101072

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7597147/
https://www.ncbi.nlm.nih.gov/pubmed/33286841
http://dx.doi.org/10.3390/e22101072

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