Reduced-form Models with Regime Switching: An Empirical Analysis for Corporate Bonds
| Year of publication: |
2007
|
|---|---|
| Authors: | Wong, Hoi ; Wong, Tsz |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 14.2007, 3, p. 229-253
|
| Publisher: |
Springer |
| Subject: | Credit risk | Regime switching | Efficient method of moments |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005727125