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Bayesian dynamic linear modeling for exploring the impact of recent financial crisis on Japan Credit Default Swap market.

Jiashen YouTomohiro Ando
Published in: Expert Syst. Appl. (2012)
Keyphrases
  • financial crisis
  • financial data
  • early warning
  • game theory
  • convertible bonds
  • credit risk
  • corporate governance
  • credit card
  • sustainable development
  • long term
  • non stationary