Modelling multiple term structures of defaultable bonds with common and idiosyncratic state variables
Year of publication: |
2007
|
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Authors: | Lekkos, Ilias |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 14.2007, 5, p. 783-817
|
Subject: | Unternehmensanleihe | Corporate bond | Zinsstruktur | Yield curve | Theorie | Theory | USA | United States | Großbritannien | United Kingdom |
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