Reduced-form Models with Regime Switching: An Empirical Analysis for Corporate Bonds
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- Hassan Shareef & Santhakumar Shijin, 2016. "Expectations Hypothesis and Term Structure of Interest Rates: An Evidence from Emerging Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 23(2), pages 137-152, June.
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More about this item
KeywordsCredit risk; Regime switching; Efficient method of moments;
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