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Credit spread changes within switching regimes Maalaoui, Olfa; Dionne, Georges; Francois, Pascal, JOURNAL OF BANKING & FINANCE, v.49, pp.41 - 55, 2014-12 |
Default and liquidity regimes in the bond market during the 2002-2012 period Dionne, Georges; Maalaoui, Olfa, CANADIAN JOURNAL OF ECONOMICS-REVUE CANADIENNE D ECONOMIQUE, v.46, no.4, pp.1160 - 1195, 2013-11 |
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