P. Hill
Finance · with Brooks · 2010
A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 12 citations into it
- Accounting — 6 citations into it
Whom P. Hill trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Halina Frydman
- E. Detragiache
- Til Schuermann
- A. Spilimbergo
- W. Perraudin
- D. Lando
- Yusuf Jafry
- A. Gande
Who trusts P. Hill overall
Papers from P. Hill's perspective
Ordered by how strongly the researchers P. Hill trusts endorse each paper. Same corpus, a different order for every researcher.
- Measurement, estimation and comparison of credit migration matrices
- Analyzing rating transitions and rating drift with continuous observations
- Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing
- News Spillovers in the Sovereign Debt Market
- The National Market Impact of Sovereign Rating Changes
- Credit Rating Dynamics and Markov Mixture Models
- Bayesian Inference for Issuer Heterogeneity in Credit Ratings Migration
- The estimation of transition matrices for sovereign credit ratings
- Crises and Liquidity
- Multi-Period Corporate Default Prediction With Stochastic Covariates
Their papers
- Variations in sovereign credit quality assessments across rating agencies (2010) — 164 citations