✦ LIBER ✦

Credit spread changes within switching regimes

✍ Scribed by Maalaoui Chun, Olfa; Dionne, Georges; François, Pascal

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The Determinants of Credit Spread Change

✍ Pierre Collin-Dufresne, Robert S. Goldstein and J. Spencer Martin 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 596 KB

The Determinants of Credit Spread Change

✍ Pierre Collin-Dufresne; Robert S. Goldstein; J. Spencer Martin 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 159 KB

Regime dependent determinants of credit

✍ Carol Alexander; Andreas Kaeck 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 378 KB

Credit Spread Changes and Equity Volatil

✍ Ann Marie Hibbert; Ivelina Pavlova; Joel Barber; Krishnan Dandapani 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 179 KB

Empirical analysis of credit spread chan

✍ Igor Loncarski; Peter G. Szilagyi 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 351 KB

The reaction of emerging market credit d

✍ Iuliana Ismailescu; Hossein Kazemi 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 513 KB