ESTIMATING THE JOINT PROBABILITY OF DEFAULT USING CREDIT DEFAULT SWAP AND BOND DATA
| Year of publication: |
2012
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|---|---|
| Authors: | Pianeti, Riccardo ; Giacometti, Rosella ; Acerbis, Valentina |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 21.2012, 3, p. 44-59
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