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~person:"Blagov, Boris"
~person:"Bröker, Frank"
~subject:"Kreditrisiko"
~subject:"Mathematical programming"
~subject:"VAR-Modell"
~type_genre:"Book section"
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Kreditrisiko
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Four essays on Markov-switching DSGE and Markov-switching VAR models
4
CreditRisk+ in the banking industry
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ECONIS (ZBW)
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Financial crises and time-varying risk premia: A Markov-switching DSGE model for Estonia
Blagov, Boris
- In:
Four essays on Markov-switching DSGE and …
,
(pp. 5-27)
.
2015
Persistent link: https://www.econbiz.de/10011957994
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2
The regime-dependent evolution of credibility: A fresh look at Hong Kong’s linked exchange rate system
Blagov, Boris
- In:
Four essays on Markov-switching DSGE and …
,
(pp. 29-47)
.
2015
Persistent link: https://www.econbiz.de/10011957995
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3
The credibility of Hong Kong’s currency board system: Looking through the prism of MS-VAR models with time-varying transition probabilities
Blagov, Boris
- In:
Four essays on Markov-switching DSGE and …
,
(pp. 49-72)
.
2015
Persistent link: https://www.econbiz.de/10011957996
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4
Modelling the euro area lending spreads
Blagov, Boris
- In:
Four essays on Markov-switching DSGE and …
,
(pp. 73-100)
.
2015
Persistent link: https://www.econbiz.de/10011957997
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5
Integrating rating migrations
Bröker, Frank
;
Schweizer, Stefan
- In:
CreditRisk+ in the banking industry
,
(pp. 167-185)
.
2004
Persistent link: https://www.econbiz.de/10002108701
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