KOBAYASHI, T. Regime-Switching Dynamic Nelson-Siegel Modeling to Corporate Bond Yield Spreads with Time-Varying Transition Probabilities. Journal of Applied Business and Economics, [S. l.], v. 19, n. 5, 2017. Disponível em: https://articlegateway.com/index.php/JABE/article/view/719. Acesso em: 24 aug. 2024.