A hidden Markov chain model for the term structure of bond credit risk spreads
Lyn C. Thomas; David E. Allen; Nigel Morkel-Kingsbury
| Year of publication: |
1999 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Thomas, Lyn C. (contributor) ; Allen, David E. (contributor) ; Morkel-Kingsbury, Nigel (contributor) |
| Institutions: | School of Finance and Business Economics <Perth, Western Australia> (contributor) |
| Publisher: |
Joondalup, WA |
| Subject: | Markov-Kette | Markov chain | Kreditrisiko | Credit risk | Zinsstruktur | Yield curve | Rentenmarkt | Bond market | USA | United States | 1995-1996 |
| Extent: | Online-Ressource, 28 p., text |
|---|---|
| Series: | School of Accounting, Finance and Economics & FEMARC working paper series. - Churchlands : [Verlag nicht ermittelbar], ISSN 1323-9244, ZDB-ID 2098015-2. - Vol. 99,1 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| ISBN: | 0-7298-0447-X |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001455847