A reduced form model of default spreads with Markov-switching macroeconomic factors
Year of publication: |
2011
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Authors: | Dionne, Georges ; Gauthier, Geneviève ; Hammami, Khemais ; Maurice, Mathieu ; Simonato, Jean-Guy |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 35.2011, 8, p. 1984-2001
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