The nonlinear dynamics of corporate bond spreads : regime-dependent effects of their determinants
Henning Fischer and Oscar Stolper
| Year of publication: |
2021
|
|---|---|
| Authors: | Fischer, Henning ; Stolper, Oscar |
| Subject: | corporate bond spreads | regime dependency | Markov switching | vectorautoregression | credit spread puzzle | Unternehmensanleihe | Corporate bond | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | Markov-Kette | Markov chain | Schätzung | Estimation | Risikoprämie | Risk premium |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Research data: | |
| Other identifiers: | 10.1515/jbnst-2020-0002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012437805