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Yield spread selection in predicting recession probabilities
Choi, Jaehyuk, (2023)
Term structure modeling and forecasting of government bond yields : does a good in -sample fit imply reasonable out-of-sample forecasts?
Ullah, Wali, (2013)
Liquidity and yield curve estimation
Tsai, Shih-chuan, (2012)
Insuring banks against systematic credit risk
Babbel, David F., (1989)
Insuring sovereign debt against default
Babbel, David F., (1996)
Insuring sovereign debt against default : with an annotated bibliography on external debt capacity by Stephano Bertozzi