An Empirical Investigation of CDS Spreads Using a Regime-Switching Default Risk Model (Q5379186): Difference between revisions

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Latest revision as of 09:20, 19 July 2024

scientific article; zbMATH DE number 7059843
Language Label Description Also known as
English
An Empirical Investigation of CDS Spreads Using a Regime-Switching Default Risk Model
scientific article; zbMATH DE number 7059843

    Statements

    An Empirical Investigation of CDS Spreads Using a Regime-Switching Default Risk Model (English)
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    28 May 2019
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    credit default swap
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    regime-switching default risk model
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