Jump tail risk premium and predicting US and Japanese credit spreads
Crossref DOI link: https://doi.org/10.1007/s00181-018-1431-x
Published Online: 2018-05-23
Published Print: 2019-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ubukata, Masato
Text and Data Mining valid from 2018-05-23
Article History
Received: 17 May 2017
Accepted: 28 February 2018
First Online: 23 May 2018