Browsing by Authors Fei, Fei

Showing results 1 to 2 of 2
Issue DateTitleAuthor(s)
2012Credit Rating Migration Risk and Business CyclesFei, Fei ; Fuertes, Ana Maria ; Kalotychou, Elena 
1-Jul-2017Dependence in credit default swap and equity markets: Dynamic copula with Markov-switchingFei, Fei ; Fuertes, Ana Maria ; Kalotychou, Elena