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Modeling corporate CDS spreads using Markov switching regressions - MaRDI portal

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Modeling corporate CDS spreads using Markov switching regressions

From MaRDI portal
Publication:6645238

DOI10.1515/SNDE-2022-0106MaRDI QIDQ6645238

Author name not available (Why is that?)

Publication date: 28 November 2024

Published in: (Search for Journal in Brave)




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