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Modeling Credit Spreads through Regime Switching with Gradual Transition.

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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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PubType: Academic Journal
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  Data: Modeling Credit Spreads through Regime Switching with Gradual Transition.
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  Data: <searchLink fieldCode="AR" term="%22Kumar%2C+Pravesh%22">Kumar, Pravesh</searchLink><br /><searchLink fieldCode="AR" term="%22Sathyajit%2C+Rahul%22">Sathyajit, Rahul</searchLink><br /><searchLink fieldCode="AR" term="%22Rudin%2C+Alexander%22">Rudin, Alexander</searchLink>
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Fixed+Income%22">Journal of Fixed Income</searchLink>. Fall2023, Vol. 33 Issue 2, p98-110. 13p.
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RecordInfo BibRecord:
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    Identifiers:
      – Type: doi
        Value: 10.3905/jfi.2023.1.164
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      – Code: eng
        Text: English
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        PageCount: 13
        StartPage: 98
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      – TitleFull: Modeling Credit Spreads through Regime Switching with Gradual Transition.
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            NameFull: Kumar, Pravesh
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            NameFull: Sathyajit, Rahul
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            NameFull: Rudin, Alexander
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              Text: Fall2023
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              Y: 2023
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