A reduced form model of default spreads with Markov-switching macroeconomic factors
| Autor: | Dionne, Georges, Gauthier, Geneviève, Hammami, Khemais, Maurice, Mathieu, Simonato, Jean-Guy |
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| Zdroj: | In Journal of Banking and Finance August 2011 35(8):1984-2000 |
| Databáze: | ScienceDirect |
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Full Text from ScienceDirect