Sovereign credit risk in a hidden Markov regieme-switching framework : part 2
Year of publication: |
2013
|
---|---|
Authors: | Potgieter, Louise ; Fusai, Gianluca |
Published in: |
Journal / The Capco Institute : journal of financial transformation. - Antwerp, ZDB-ID 2136813-2. - Vol. 38.2013, p. 67-81
|
Subject: | Kreditrisiko | Credit risk | Markov-Kette | Markov chain | Länderrisiko | Country risk | Welt | World | Kreditderivat | Credit derivative | Öffentliche Schulden | Public debt |
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