The Joint Estimation of Term Structures and Credit Spreads
Year of publication: |
1999-03-31
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Authors: | Houweling, Patrick ; Kleibergen, Frank ; Hoek, J. |
Institutions: | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam |
Subject: | credit risk splines | estimation | term structure |
Series: | Econometric Institute Research Papers. - ISSN 1566-7294. |
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Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureir Number EI 9916-/A |
Source: |
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