dos Reis, Gonçalo, Pfeuffer, M., & Smith, Greig. (2021). Capturing model risk and rating momentum in the estimation of probabilities of default and credit rating migrations.
Chicago Style (17th ed.) Citationdos Reis, Gonçalo, Pfeuffer, M, and Smith, Greig. Capturing Model Risk and Rating Momentum in the Estimation of Probabilities of Default and Credit Rating Migrations. 2021.
MLA (8th ed.) Citationdos Reis, Gonçalo, et al. Capturing Model Risk and Rating Momentum in the Estimation of Probabilities of Default and Credit Rating Migrations. 2021.
Warning: These citations may not always be 100% accurate.