Reduced-form Models with Regime Switching: An Empirical Analysis for Corporate Bonds
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Bibliographic InfoArticle provided by Springer in its journal Asia-Pacific Financial Markets.
Volume (Year): 14 (2007)
Issue (Month): 3 (September)
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Web page: http://springerlink.metapress.com/link.asp?id=102851
Credit risk; Regime switching; Efficient method of moments;
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