On the term structure of default premia in the swap and LIBOR Markets
| Year of publication: |
1998-12
|
|---|---|
| Authors: | Collin-Dufresne, Pierre ; Solnik, Bruno |
| Institutions: | Carnegie Mellon University, Tepper School of Business |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Number 1999-E18 |
| Source: |
Persistent link: https://www.econbiz.de/10005029081