A hidden Markov chain model for the term structure of bond credit risk spreads
| Year of publication: |
2002
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|---|---|
| Authors: | Thomas, Lyn C. ; Allen, David E. ; Morkel-Kingsbury, Nigel |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 11.2002, 3, p. 311-330
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