Long-term Mean Credit Spread Curves
Erik Hennink (Ortec, the Netherlands)
- Seminars Econometric Institute
Erik Hennink (Ortec, the Netherlands)
Jan Magnus (VU University Amsterdam, the Netherlands)
Vladimir Yu. Protassov (Moskow State University, Russia)
Chen Zhou (Erasmus University Rotterdam, the Netherlands)
Vladimir Tikhomirov (Moscow State University, Russia)
Robin Lumsdaine (American University, Washington DC, United States)
Maxwell King (Monash University, Australia)
Xu Cheng (University of Pennsylvania, United States)
Xu Cheng (University of Pennsylvania, United States)
Dante Amengual (Universidad Internacional Menéndez Pelayo, Spain)
Knut Aare Aastveit (Norges Bank, Norway)
Paulo Rodrigues (Bank of Portugal, Portugal)
Vanessa Berenguer-Rico (University of Oxford, United Kingdom)
Nikolaus Hautsch (University of Vienna, Austria)
Peter Hansen (European University Institute, Italy)
Roman Liesenfeld (Universität Köln, Germany)
Bent Nielsen (University of Oxford, United Kingdom)
Jesus Gonzalo Muñoz (Universidad Carlos III de Madrid, Spain)
Joakim Westerlund (Lund university, Sweden)
Julie Josse (Agrocampus Ouest, Rennes, France)