References

• 1998The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality?741 cited
• 2000Stability of rating transitions562 cited
• 2002Ratings migration and the business cycle, with application to credit portfolio stress testing509 cited
• 2002Analyzing rating transitions and rating drift with continuous observations439 cited
• 2003An anatomy of rating through the cycle227 cited
• 2004Avoiding the rating bounce: why rating agencies are slow to react to new information167 cited
• 2001Moody’s investors service response to the consultative paper issued by the Basel Committee on Bank Supervision “A new capital adequacy framework”166 cited
• 1992The Implications of Corporate Bond Ratings Drift155 cited
• 2000Estimating Credit Rating Transition Probabilities for Corporate Bonds137 cited
• 1992Rating Drift in High-Yield Bonds104 cited
• 1992Changes in Corporate Credit Quality 1970–199073 cited
• 2004Two-dimensional Hazard Estimation for Longevity Analysis10 cited

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