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Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model (2012)

First Author: Mizen P

Attributed to: New directions in the economics of finance: external premia, ratings and cycles funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.ijforecast.2011.07.005

Publication URI: http://dx.doi.org/10.1016/j.ijforecast.2011.07.005

Type: Journal Article/Review

Parent Publication: International Journal of Forecasting

Issue: 1