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Credit spread changes within switching regimes. (2010). Dionne, Georges ; Franois, Pascal ; Chun, Olfa Maalaoui.
In: Working Papers.
RePEc:ris:crcrmw:2009_001.

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  1. Credit cycle dependent spread determinants in emerging sovereign debt markets. (2013). Wagner, Niklas ; Thuraisamy, Kannan ; Riedel, Christoph .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:17:y:2013:i:c:p:209-223.

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