Are the risk-free interest rates correlated with sovereign default intensities?
Yusho Kagraoka
| Year of publication: |
2019
|
|---|---|
| Authors: | Kagraoka, Yusho |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 28.2019, 4, p. 91-103
|
| Subject: | Zinsstruktur | Yield curve | Staatsbankrott | Sovereign default | Zins | Interest rate | Korrelation | Correlation | Staatspapier | Government securities |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
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