Credit spread changes within switching regimes
Olfa Maalaoui Chun; Georges Dionne; Pascal François
| Year of publication: |
2014
|
|---|---|
| Authors: | Chun, Olfa Maalaoui ; Dionne, Georges ; François, Pascal |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 49.2014, p. 41-55
|
| Subject: | Credit cycle | NBER economic cycle | Monetary cycle | Credit supply cycle | Markov switching regimes | Market risk | Liquidity risk | Konjunktur | Business cycle | Zinsstruktur | Yield curve | Markov-Kette | Markov chain | Kreditmarkt | Credit market | Kreditrisiko | Credit risk | Theorie | Theory | Kreditgeschäft | Bank lending | Liquidität | Liquidity | Kredit | Credit |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010508076