Publications

Results 1-2 of 2 (Search time: 0.0 seconds).

Issue DateTitleAuthor(s)
11-Jul-2017Dependence in credit default swap and equity markets: Dynamic copula with Markov-switchingFei, Fei ; Fuertes, Ana Maria ; Kalotychou, Elena 
22012Credit Rating Migration Risk and Business CyclesFei, Fei ; Fuertes, Ana Maria ; Kalotychou, Elena