Media type: E-Book Title: Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic : a Bayesian Markov switching model Contributor: Bulfone, Giacomo [VerfasserIn]; Casarin, Roberto [VerfasserIn]; Ravazzolo, Francesco [VerfasserIn] imprint: [Waterloo, Ontario]: Rimini Centre for Economic Analysis, [2021] Published in: Working papers ; 2021,9 Extent: 1 Online-Ressource (circa 31 Seiten); Illustrationen Language: English Keywords: Kreditderivat ; Kreditrisiko ; Markov-Kette ; Bayes-Statistik ; EU-Staaten ; Corporate CDS index ; Markov switching ; Bayesian econometrics ; Graue Literatur Origination: Footnote: Access State: Open Access