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

Rocío Clara Alexandra Mora-Quiñones, Antonio José Orozco-Gallo, Dora Alicia Mora-Pérez
Leonardo Fabio Morales, Leonardo Bonilla-Mejía, Didier Hermida-Giraldo, Francisco Javier Lasso-Valderrama, José Pulido