The changing shape of sovereign default intensities (Q2180407)
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scientific article; zbMATH DE number 7200584
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The changing shape of sovereign default intensities |
scientific article; zbMATH DE number 7200584 |
Statements
The changing shape of sovereign default intensities (English)
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14 May 2020
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sovereign credit default swap
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sovereign default intensities
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Nelson-Siegel model
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state space model
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Kalman filter
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0.7347113490104675
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0.7315943837165833
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0.7186809778213501
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0.7149109244346619
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