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A Hidden Markov Chain Model for the Term Structure of Bond Credit Risk Spreads

A Hidden Markov Chain Model for the Term Structure of Bond Credit Risk Spreads - Working Paper Series

Book (01 Jan 1998)

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Book information

ISBN: 9781899872831
Publisher: Credit Research Centre, University of Edinburgh
Imprint: Credit Research Centre, University of Edinburgh
Pub date:
Language: English
Number of pages: 33