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A hidden Markov chain model for the term structure of bond credit risk spreads
Thomas, Lyn C.; Allen, David E.; Morkel-Kingsbury, Nigel - In: International review of financial analysis 11 (2002) 3, pp. 311-329
Persistent link: https://www.econbiz.de/10001715978
Cover Image
A hidden Markov chain model for the term structure of bond credit risk spreads
Thomas, Lyn C.; Allen, David E.; Morkel-Kingsbury, Nigel - In: International review of financial analysis 11 (2002) 3, pp. 311-330
Persistent link: https://www.econbiz.de/10007165519