The joint estimation of term structures and credit spreads

Patrick Houweling, Jaap Hoek and Frank Kleibergen

Journal of Empirical Finance, 2001, vol. 8, issue 3, 297-323

Date: 2001
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Citations: View citations in EconPapers (12)

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Related works:
Working Paper: The Joint Estimation of Term Structures and Credit Spreads (1999)
Working Paper: The Joint Estimation of Term Structures and Credit Spreads (1999)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:empfin:v:8:y:2001:i:3:p:297-323

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