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On sovereign credit migration: A study of alternative estimators and rating dynamics.

, and . Comput. Stat. Data Anal., 51 (7): 3448-3469 (2007)

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An empirical investigation of the loan concentration risk in Latin America, and . Journal of Multinational Financial Management, 16 (4): 363--384 (October 2006)Early warning systems for sovereign debt crises: The role of heterogeneity., and . Comput. Stat. Data Anal., 51 (2): 1420-1441 (2006)Optimal design of early warning systems for sovereign debt crises, and . International Journal of Forecasting, 23 (1): 85--100 (00 2007)On sovereign credit migration: A study of alternative estimators and rating dynamics., and . Comput. Stat. Data Anal., 51 (7): 3448-3469 (2007)