The SOE premium and government support in China's credit market

Z Geng, J Pan - The Journal of Finance, 2024 - Wiley Online Library
Studying China's credit market using a structural default model that integrates credit risk,
liquidity, and bailout, we document improved price discovery and a deepening divide …

Term structure models and Bayesian estimation

C Kan - 2022 - dspace.unive.it
This paper shall cover: 1) foundational results of term structure: interest rate, bond, swap,
financial products. equity... a review of the literature on term structure models and a review …