Modeling Credit Spreads through Regime Switching with Gradual Transition.
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| Title: | Modeling Credit Spreads through Regime Switching with Gradual Transition. |
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| 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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| ISSN: | 10598596 |
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| DOI: | 10.3905/jfi.2023.1.164 |