%0 Journal Article %1 Bangia2002 %A Bangia, Anil %A Diebold, Francis X. %A Kronimus, André %A Schagen, Christian %A Schuermann, Til %D 2002 %J Journal of Banking & Finance %K Credit risk %N 2-3 %P 445--474 %T Ratings migration and the business cycle, with application to credit portfolio stress testing %U http://www.sciencedirect.com/science/article/B6VCY-4509H9W-F/1/b2c4480d8be45cf20173034565193712 %V 26

@article{Bangia2002, added-at = {2008-04-22T13:53:19.000+0200}, author = {Bangia, Anil and Diebold, Francis X. and Kronimus, Andr{\'e} and Schagen, Christian and Schuermann, Til}, biburl = {https://www.bibsonomy.org/bibtex/2e5cfdd26455da76c7daa68d19bf28d3f/smicha}, description = {Journal of Banking & Finance}, interhash = {4cdf0a291b662c30b1dbbe514c94521d}, intrahash = {e5cfdd26455da76c7daa68d19bf28d3f}, journal = {Journal of Banking \& Finance}, keywords = {Credit risk}, month = Mar, number = {2-3}, pages = {445--474}, timestamp = {2008-04-22T13:58:05.000+0200}, title = {Ratings migration and the business cycle, with application to credit portfolio stress testing}, url = {http://www.sciencedirect.com/science/article/B6VCY-4509H9W-F/1/b2c4480d8be45cf20173034565193712}, volume = 26, year = 2002 }