Dependence of credit spread and macro-conditions based on an alterable structure model

The fat-tail financial data and cyclical financial market makes it difficult for the fixed structure model based on Gaussian distribution to characterize the dynamics of corporate bonds spreads. Using a flexible structure model based on generalized error distribution, this paper focuses on the impac...

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Detalles Bibliográficos
Autores principales: Xie, Yun, Tian, Yixiang, Xiao, Zhuang, Zhou, Xiangyun
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2018
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5933748/
https://www.ncbi.nlm.nih.gov/pubmed/29723295
http://dx.doi.org/10.1371/journal.pone.0196792

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5933748/
https://www.ncbi.nlm.nih.gov/pubmed/29723295
http://dx.doi.org/10.1371/journal.pone.0196792

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