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A hidden Markov chain model for the term structure of bond credit risk spreads

International Review of Financial Analysis, 11(3): 311--329, 2002.
Authors: Lyn C. Thomas and David E. Allen and Nigel Morkel-Kingsbury
URL: http://www.sciencedirect.com/science/article/B6W4W-45V72DX-1/1/8212739abc1ded1b58d34d04dcb13d35
Tags: imported
| URL | BibTeX  
@article{Thomas2002,
title = {A hidden Markov chain model for the term structure of bond credit risk spreads},
author = {Lyn C. Thomas and David E. Allen and Nigel Morkel-Kingsbury},
journal = {International Review of Financial Analysis},
number = {3},
pages = {311--329},
url = {http://www.sciencedirect.com/science/article/B6W4W-45V72DX-1/1/8212739abc1ded1b58d34d04dcb13d35},
volume = {11},
year = {2002},
keywords = {imported }
}