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~isPartOf:"International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series"
~subject:"Eurobond"
~subject:"Kreditrisiko"
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International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series
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Interactions between Market and Credit Risk: Modeling the Joint Dynamics of Default-free and Defaultable Bond Term Structures
Walder, Roger
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2002
This paper develops a model and estimate simultaneously the joint dynamics of default-free and defaultable bond term structures.
Persistent link: https://www.econbiz.de/10005843342
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