Macro risk factors of credit default swap indices in a regime-switching framework
Chan, Kam Fong, Marsden, AlastairVolume:
29
Language:
english
Journal:
Journal of International Financial Markets, Institutions and Money
DOI:
10.1016/j.intfin.2014.01.002
Date:
March, 2014
File:
PDF, 1.50 MB
english, 2014