Default and information

Journal of Economic Dynamics and Control

Volumn 30, Issue 11, 2006, Pages 2281-2303

  Giesecke, Kay ^a  

^a Stanford University   (United States)

Author keywords

Credit spreads; Filtration; Incomplete information; Intensity; Trend

Indexed keywords

EID: 33748421078     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2005.07.003     Document Type: Article

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