Reduced-form Models with Regime Switching: An Empirical Analysis for Corporate Bonds
Year of publication: |
2007
|
---|---|
Authors: | Wong, Hoi ; Wong, Tsz |
Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 14.2007, 3, p. 229-253
|
Publisher: |
Springer |
Subject: | Credit risk | Regime switching | Efficient method of moments |
Saved in:
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