Modeling Credit Spreads through Regime Switching with Gradual Transition.

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Bibliographic Details
Title: Modeling Credit Spreads through Regime Switching with Gradual Transition.
Authors: Kumar, Pravesh, Sathyajit, Rahul, Rudin, Alexander
Source: Journal of Fixed Income. Fall2023, Vol. 33 Issue 2, p98-110. 13p.
Database: Business Source Ultimate
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Description
ISSN:10598596
DOI:10.3905/jfi.2023.1.164