Narrow search
Showing 1 - 3 of 3
Cover Image
Contagion effect on bond portfolio risk measures in a hybrid credit risk model
Boudreault, Mathieu; Gauthier, Geneviève; Thomassin, Tommy - In: Finance research letters 11 (2014) 2, pp. 131-139
Persistent link: https://www.econbiz.de/10010441202
Cover Image
Firm-specific credit risk estimation in the presence of regimes and noisy prices
Bégin, Jean-François; Boudreault, Mathieu; Gauthier, … - In: Finance research letters 23 (2017), pp. 306-313
Persistent link: https://www.econbiz.de/10011808423
Cover Image
A regime-switching term structure model with observable state variables
Ferland, René; Gauthier, Geneviève; Lalancette, Simon - In: Finance research letters 7 (2010) 2, pp. 103-109
Persistent link: https://www.econbiz.de/10009272767