A No-Arbitrage Analysis of Macroeconomic Determinants of the Credit Spread Term Structure.

Liuren Wu Frank Xiaoling Zhang

Published in: Manag. Sci. (2008)

Keyphrases

multiscale
long term
data analysis
short term
structural analysis
database
databases
artificial intelligence
social networks
similarity measure
image analysis
statistical analysis
logistic regression
tree structure
quantitative analysis
credit scoring