A reduced form model of default spreads with Markov-switching macroeconomic factors
Georges Dionne, Geneviève Gauthier, Khemais Hammami, Mathieu Maurice, Jean-Guy Simonato
| Year of publication: |
2011
|
|---|---|
| Authors: | Dionne, Georges ; Gauthier, Geneviève ; Hammami, Khemais ; Maurice, Mathieu ; Simonato, Jean-Guy |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 35.2011, 8, p. 1984-2000
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| Subject: | Zinsstruktur | Yield curve | Wirkungsanalyse | Impact assessment | Kreditderivat | Credit derivative |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009247365