An Empirical Investigation of CDS Spreads Using a...

An Empirical Investigation of CDS Spreads Using a Regime-Switching Default Risk Model

Milidonis, Andreas
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Volume:
20
Language:
english
Journal:
North American Actuarial Journal
DOI:
10.1080/10920277.2016.1180996
Date:
July, 2016
File:
PDF, 918 KB
english, 2016
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