The authors are from Cass Business School, City University, London. They thank an anonymous referee and Andrew Stark (editor) for providing many valuable suggestions that helped to significantly improve the paper. They also acknowledge the helpful comments from Katja Ahoniemi, Alena Audzeyeva, Barbara Casu, Jerry Coakley, Anthony Garratt, Matthew Greenwood-Nimmo, Alistair Milne, Randall McFadden, Sotiris Staikouras and the seminar and conference participants at ECARES - Solvay Brussels School of Economics and Management, Université libre de Bruxelles, Newcastle Business School, London Metropolitan University, Keele University, Cass Business School, 2010 BMRC-QASS Conference on Macro and Financial Economics, Brunel University, 2009 CFE Conference on Computational and Financial Econometrics in Limassol, Cyprus. (Paper received July 2010, revised version accepted December 2011)
Credit Rating Migration Risk and Business Cycles
Version of Record online: 1 FEB 2012
© 2012 Blackwell Publishing Ltd
Journal of Business Finance & Accounting
Volume 39, Issue 1-2, pages 229–263, January/February 2012
How to Cite
Fei, F., Fuertes, A.-M. and Kalotychou, E. (2012), Credit Rating Migration Risk and Business Cycles. Journal of Business Finance & Accounting, 39: 229–263. doi: 10.1111/j.1468-5957.2011.02272.x
- Issue online: 2 MAR 2012
- Version of Record online: 1 FEB 2012
- (Paper received July 2010, revised version accepted December 2011)
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