Browse by Subject MULTIPLE CHANGE-POINT

Showing results 1 to 2 of 2

1

Default and liquidity regimes in the bond market during the 2002-2012 period

Dionne, Georges; Maalaoui, Olfaresearcher, CANADIAN JOURNAL OF ECONOMICS-REVUE CANADIENNE D ECONOMIQUE, v.46, no.4, pp.1160 - 1195, 2013-11

2

Detecting Regime Shifts in Credit Spreads

Chun, Olfa Maalaouiresearcher; Dionne, Georges; Francois, Pascal, JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, v.49, no.5-6, pp.1339 - 1364, 2014-10

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