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Browsing by Author « Gauthier, Geneviève »

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A Reduced Form Model of Default Spreads with Markov Switching Macroeconomic Factors
Dionne, Georges; Gauthier, Geneviève; Hammami, Khemais; Maurice, Mathieu; Simonato, Jean-Guy
Issue Date : 2007-11

A Reduced Form Model of Default Spreads with Markov-Switching Macroeconomics Factors
Dionne, Georges; Gauthier, Geneviève; Hammami, Khemais; Maurice, Mathieu; Simonato, Jean-Guy
Issue Date : 2010-11

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