Benchmark interest rates when the government is risky
Year of publication: |
2021
|
---|---|
Authors: | Augustin, P. ; Chernov, Mikhail ; Schmid, L. ; Song, Dongho |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 140.2021, 1, p. 74-100
|
Subject: | Negative swap rates | Recursive preferences | Sovereign credit risk | Term structure | Zinsstruktur | Yield curve | Swap | Kreditrisiko | Credit risk | Zins | Interest rate | Theorie | Theory | Öffentliche Anleihe | Public bond |
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