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: |
2002
|
|---|---|
| Authors: | Thomas, Lyn C. ; Allen, David E. ; Morkel-Kingsbury, Nigel |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 11.2002, 3, p. 311-329
|
| Subject: | Markov-Kette | Markov chain | Kreditrisiko | Credit risk | Zinsstruktur | Yield curve | Rentenmarkt | Bond market | USA | United States | 1995-1996 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: International review of financial analysis |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001715978