The structure of credit risk: spread volatility and ratings transitions
By: William Perraudin and Alex Taylor.
Contributors: Perraudin, William.; Taylor, Alex.; Bank of England.
Series: Working paper series. Bank of England -- no.131; Working paper (Bank of England) -- No.131.
Publisher: Bank of England
Published: 1999
Place of publication: London
Language: eng
Number of pages: 47
Notes: Includes bibliographical references.