Work

Credit Spread Modeling with Regime-Switching Techniques

Year: 2004

Type: article

Source: The Journal of Fixed Income

DOI: 10.3905/jfi.2004.461450

Author: Andrew Davies

Institution: University of Strathclyde

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2004886530

FWCI: 1.737

Cites: 30

Cited by: 40

Related to: 10