Title of article
Modelling multiple term structures of defaultable bonds with common and idiosyncratic state variables
Author/Authors
Ilias Lekkos، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2007
Pages
35
From page
783
To page
817
Keywords
Credit spreads , Affine interest rate models , Corporate bonds
Journal title
Journal of Empirical Finance
Serial Year
2007
Journal title
Journal of Empirical Finance
Record number
130876
Link To Document