Price discovery in the markets for credit risk: a Markov switching approach

DSpace Repository

Price discovery in the markets for credit risk: a Markov switching approach

Author: Dimpfl, Thomas; Peter, Franziska J.
Tübinger Autor(en):
Peter, Franziska Julia
Dimpfl, Thomas Ernst Herbert
Published in: Studies in Nonlinear Dynamics and Econometrics (2016), Bd. 20, H. 3, S. 233-249
Verlagsangabe: Walter De Gruyter Gmbh
Language: English
Full text: http://dx.doi.org/10.1515/snde-2015-0032
ISSN: 1558-3708
DDC Classifikation: 300 - Social sciences, sociology and anthropology
330 - Economics
Dokumentart: Artikel
Note: vgl. auch: SFB 649 discussion paper (2015-07-20), Bd. 2015, H. 35, 24 S. Berlin : Humboldt-Universität http://sfb649.wiwi.hu-berlin.de http://sfb649.wiwi.hu-berlin.de
Show full item record

This item appears in the following Collection(s)