Dynamic Interactions between Interest Rate, Credit, and Liquidity Risks : Theory and Evidence from the Term Structure of Credit Default Swap Spreads
Year of publication: |
[2010]
|
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Authors: | Chen, Ren-Raw |
Other Persons: | Cheng, Xiaolin (contributor) ; Wu, Liuren (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (50 p) |
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Type of publication: | Book / Working Paper |
Other identifiers: | 10.2139/ssrn.779445 [DOI] |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; C51 - Model Construction and Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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