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Author

Name:
André Lucas
e-mail:
alucas@feweb.vu.nl
URL:
http://staff.feweb.vu.nl/alucas/
Ideas:
http://ideas.repec.org/e/plu10.html
Articles 2:

Credit Cycles and Macro Fundamentals
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
Jan Koopman, André Lucas, André Monteiro
Journal of Econometrics, vol. 142, 2008, p. 399-424.

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