Author

Name:
André Monteiro
Educations:
Ph D: Tinbergen Institute, Economics, 2008
e-mail:
andreavpbmonteiro@gmail.com
URL:
http://www.tinbergen.nl/~monteiro/
Ideas:
http://ideas.repec.org/f/pmo220.html
Articles 2:
Ranking: CEF.UP+NIPE (average of all rankings) (2012).

Credit Cycles and Macro Fundamentals 7.9
Jan Koopman, Roman Kraussl, André Lucas, André Monteiro
Journal Of Empirical Finance, vol. 16, 2009, p. 42-54.

The Multi-state Latent Factor Intensity Model for Credit Rating Transitions 18.67
Jan Koopman, André Lucas, André Monteiro
Journal of Econometrics, vol. 142, 2008, p. 399-424.

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