Contagion and bond pricing : the case of the ASEAN region
Year of publication: |
2019
|
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Authors: | Abid, Ilyes ; Dhaoui, Abderrazak ; Goutte, Stéphane ; Guesmi, Khaled |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 47.2019, p. 371-385
|
Subject: | ASEAN region | Credit rating | Defaultable bond | Markov copula | Regime switching | ASEAN-Staaten | ASEAN countries | Kreditrisiko | Credit risk | Kreditwürdigkeit | Anleihe | Bond | Markov-Kette | Markov chain | Multivariate Verteilung | Multivariate distribution |
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