author = { Bulfone, Giacomo AND Casarin, Roberto AND Ravazzolo, Francesco },

title = { Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic a Bayesian Markov switching model },

publisher = {Rimini Centre for Economic Analysis},

keywords = { Kreditderivat , Kreditrisiko , Markov-Kette , Bayes-Statistik , EU-Staaten , Corporate CDS index , Markov switching , Bayesian econometrics , Graue Literatur },

year = {[2021]},

booktitle = {Working paper series / Rimini Centre for Economic Analysis ; wp 21, 09},

address = { [Waterloo, Ontario] },

url = { http://slubdd.de/katalog?TN_libero_mab2 }