A Hidden Markov Chain Model for the Term Structure of Bond Credit Risk Spreads

A Hidden Markov Chain Model for the Term Structure of Bond Credit Risk Spreads - Working Paper

Book (01 Jan 1998)

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Book information

ISBN: 9781899872732
Publisher: University of Edinburgh, Centre for Financial Markets Research, Management School
Imprint: University of Edinburgh, Centre for Financial Markets Research, Management School
Pub date:
Language: English
Number of pages: 32