An Empirical Investigation of CDS Spreads Using a Regime-Switching Default Risk Model (Q5379186)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An Empirical Investigation of CDS Spreads Using a Regime-Switching Default Risk Model |
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)
0 references
28 May 2019
0 references
credit default swap
0 references
regime-switching default risk model
0 references
0 references
0 references
