The changing shape of sovereign default intensities (Q2180407)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The changing shape of sovereign default intensities |
scientific article |
Statements
The changing shape of sovereign default intensities (English)
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14 May 2020
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sovereign credit default swap
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sovereign default intensities
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Nelson-Siegel model
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state space model
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Kalman filter
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