An empirical investigation of CDS spreads using a regime-switching default risk model
Andreas Milidonis
| Year of publication: |
2016
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|---|---|
| Authors: | Milidonis, Andreas |
| Published in: |
North American actuarial journal. - Philadelphia, Pa. : Taylor & Francis, ISSN 1092-0277, ZDB-ID 1380138-7. - Vol. 20.2016, 3, p. 252-275
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| Subject: | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Zinsstruktur | Yield curve | Schätzung | Estimation | Risikoprämie | Risk premium | Insolvenz | Insolvency | Unternehmensanleihe | Corporate bond | Markov-Kette | Markov chain |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/10920277.2016.1180996 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011721377