The Dynamics of Corporate Credit Risk: An Intensity-based Econometric Analysis

A. Monteiro

Research output: PhD ThesisPhD-Thesis - Research and graduation internal

463 Downloads (Pure)
Original languageEnglish
Awarding Institution
  • Vrije Universiteit Amsterdam
  • Lucas, André, Supervisor
Award date27 Oct 2008
Print ISBNs9789051709292
Publication statusPublished - 2008


  • corporate credit ratings
  • credit and default cycles
  • credit risk
  • default intensity
  • econometric analysis
  • rating transition matrices

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