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~isPartOf:"Journal of banking & finance"
~person:"Liu, Zhuoshi"
~subject:"Insolvency"
~subject:"Internationaler Finanzmarkt"
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Affine term structure model
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Modelling sovereign credit spreads with international macro-factors : the case of Brazil 1998 - 2009
Liu, Zhuoshi
;
Spencer, Peter D.
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 241-256
Persistent link: https://www.econbiz.de/10009705703
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