Work

Credit spread changes within switching regimes

Year: 2014

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2014.08.009

Authors: Olfa Maalaoui Chun, Georges Dionne, Pascal François

Institutions: Korea Advanced Institute of Science and Technology, HEC Montréal

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3122352136

FWCI: 7.322

Cites: 82

Cited by: 34

Related to: 10