Modeling corporate CDS spreads using Markov switching regressions

DOI10.1515/SNDE-2022-0106MaRDI QIDQ6645238zbMATH OpenFDO

Authors Ovielt Baltodano López, Giacomo Bulfone, Roberto Casarin, Francesco Ravazzolo

Publication date 28 November 2024

Published in Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

Bayesian econometricsMarkov switchingcorporate CDS index

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• scientific article; zbMATH DE number 777596 (Why is no real title available?)
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