Regime-Conditional Risk in U.S. High Yield Credit An Empirical Scenario-Grade Implementation of the Dominant Dynamics Equilibrium Model

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Jusef Khamlichi
DOI: 10.2139/ssrn.6302978
Cited by: 0

Fields of Study & Subjects

Credit Risk and Financial Regulations Financial Risk and Volatility Modeling Stochastic processes and financial applications

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Language
EN
Document type
Preprint