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