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Kevin Chisholm
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SCHOLARLY PAPERS
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Scholarly Papers (1)
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1.
The Regime-Switching Structural Default Risk Model
Number of pages: 54
Posted: 19 Sep 2011
Last Revised: 15 Jan 2024
Andreas Milidonis
and Kevin Chisholm
University of Cyprus - Department of Accounting and Finance and Independent
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Abstract:
Default Risk, Regime Switching, Bond Ratings, MLE
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