On the term structure of default premia in the swap and LIBOR markets
Pierre Collin-Dufresne and Bruno Solnik
| Year of publication: |
2001
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|---|---|
| Authors: | Collin-Dufresne, Pierre ; Solnik, Bruno |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 56.2001, 3, p. 1095-1115
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| Subject: | Swap | Zinsstruktur | Yield curve | Theorie | Theory | Großbritannien | United Kingdom | Unternehmensanleihe | Corporate bond | Kreditwürdigkeit | Credit rating |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001593029