Price discovery in the markets for credit risk: a Markov switching approach (Q2691657)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Price discovery in the markets for credit risk: a Markov switching approach |
scientific article |
Statements
Price discovery in the markets for credit risk: a Markov switching approach (English)
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30 March 2023
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corporate bond
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credit default swap
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Markov switching
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price discovery
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unique information share
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0.8858109
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0.88380504
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0.8699518
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0.86685133
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0.86659956
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0.86169064
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