混合信用风险模型中的恢复率风险和信用利差

{"title":"混合信用风险模型中的恢复率风险和信用利差","authors":"Mathieu Boudreault, Geneviève Gauthier, Tommy Thomassin","doi":"10.21314/JCR.2013.164","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":44244,"journal":{"name":"Journal of Credit Risk","volume":"32 1","pages":"3-39"},"PeriodicalIF":0.3000,"publicationDate":"2013-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"11","resultStr":"{\"title\":\"Recovery rate risk and credit spreads in a hybrid credit risk model\",\"authors\":\"Mathieu Boudreault, Geneviève Gauthier, Tommy Thomassin\",\"doi\":\"10.21314/JCR.2013.164\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":44244,\"journal\":{\"name\":\"Journal of Credit Risk\",\"volume\":\"32 1\",\"pages\":\"3-39\"},\"PeriodicalIF\":0.3000,\"publicationDate\":\"2013-09-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"11\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Credit Risk\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://doi.org/10.21314/JCR.2013.164\",\"RegionNum\":4,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"Economics, Econometrics and Finance\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Credit Risk","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.21314/JCR.2013.164","RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"Economics, Econometrics and Finance","Score":null,"Total":0}