Dynamic optimal capital structure with regime switching
Robert J. Elliott; Jia Shen
| Year of publication: |
2015
|
|---|---|
| Authors: | Elliott, Robert J. ; Shen, Jia |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 11.2015, 2, p. 199-220
|
| Subject: | Credit spread | Defaultable bond | Regime switching | Structural model | First passage time | Markov chain | Markov-Kette | Kapitalstruktur | Capital structure | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | Theorie | Theory | Schätzung | Estimation | Unternehmensanleihe | Corporate bond | Anleihe | Bond | Stochastischer Prozess | Stochastic process | Risikoprämie | Risk premium | Insolvenz | Insolvency |
| 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://www.econbiz.de/10011376180