Rating Transitions is a financial risk metric that captures the dynamic changes in credit ratings over time by quantifying the probabilities of migration between different credit rating categories within a defined period.
94
Publications
4.5K
Citations
180
Authors
137
Institutions
Publications per year
2017–2026
21
Variants
Credit Rating MigrationRating Migration
Parents
Publications
94
Structural Shifts in Credit Rating Standards
Aysun Alp · The Journal of Finance · 2013 · 229 citations
1–5 of 94
Authors
180
- WP
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- DL
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- TS
4
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- CG
3
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- HF
3
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1–5 of 180
Institutions
137
University of Copenhagen
Copenhagen, Denmark
4 h-index
4 publications
667 citations
The University of Texas at Dallas
Richardson, United States
4 h-index
5 publications
136 citations
University of Toronto
Toronto, Canada
4 h-index
5 publications
553 citations
Copenhagen Business School
Copenhagen, Denmark
3 h-index
4 publications
312 citations
New York University
New York, United States
3 h-index
3 publications
213 citations
Birkbeck, University of London
London, United Kingdom
3 h-index
4 publications
978 citations
Universitat de València
Valencia, Spain
2 h-index
3 publications
58 citations
Bank of England
London, United Kingdom
2 h-index
3 publications
1.3K citations
1–8 of 137
Venues
- SSRN Electronic Journal
Repository · 20 publications · 602 citations
14
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- Journal of Banking & Finance
9 publications · 1.6K citations
9
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- Quantitative Finance
5 publications · 99 citations
5
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- RePEc: Research Papers in Economics
Repository · 4 publications · 147 citations
4
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- Journal of Corporate Finance
3 publications · 82 citations
3
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