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While the strong influence of entrepreneurial competencies on business performance is recognised, despite some doubts about the teachability of these competencies, a fundamental question has remained unanswered: what are the key entrepreneurial competencies that need to be developed in an...
Persistent link: https://www.econbiz.de/10011137020
Persistent link: https://www.econbiz.de/10010861667
This paper extends the Diebold–Li dynamic Nelson Siegel model to a new asset class, credit default swaps (CDSs). The similarities between the term structure of CDSs and the term structure of interest rates allow CDS curves to be modelled successfully using a parsimonious three factor model as...
Persistent link: https://www.econbiz.de/10010719041