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Annals of economics and statistics
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
867
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On the dependence between default risk and recovery rates in structural models
Fermanian, Jean-David
- In:
Annals of economics and statistics
140
(
2020
),
pp. 45-82
Persistent link: https://www.econbiz.de/10012602600
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On the link between volatilities, regime switching probabilities and correlation dynamics
Fermanian, Jean-David
;
Malongo, Hassan
- In:
Annals of economics and statistics
131
(
2018
),
pp. 1-24
Persistent link: https://www.econbiz.de/10011995894
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