Evidence of Non-Markovian Behavior in the Process of Bank Rating Migrations

Number: 
133
Published: 
Classification JEL: 
C4, E44, G21, G23, G38

The most recent

Juliana Jaramillo-Echeverri, Adriana Sofía Rodríguez
Gaurav Khanna, Carlos Alberto Medina-Durango, Anant Nyshadham, Daniel Ramos-Menchelli, Jorge Andrés Tamayo-Castaño, Audrey Tiew