NYU Faculty Digital Archivemetadata only
An Economeic Model of Credit Spreads with Rebalancing, ARCH and Jump Effects
credit risk, corporate bonds, credit spread index, index rebalancing, jumps
This document is indexed with metadata only — full text is not available in the archive for this record.
Open the official source ↗
Record · ID 942577
Retrieved via
Conceptio — every document is proof-bundled with source, license, and retrieval metadata.