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NO | Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date) |
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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 | |
Detecting Regime Shifts in Credit Spreads Chun, Olfa Maalaoui; Dionne, Georges; Francois, Pascal, JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, v.49, no.5-6, pp.1339 - 1364, 2014-10 | |
Credit spread changes within switching regimes Maalaoui, Olfa; Dionne, Georges; Francois, Pascal, JOURNAL OF BANKING & FINANCE, v.49, pp.41 - 55, 2014-12 |
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