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type_genre:"Bibliography included"
~person:"Choudhry, Moorad"
~person:"Di Cesare, Antonio"
~type_genre:"Aufsatz im Buch"
~type_genre:"Mikroform"
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Search: subject_exact:"Zinsdifferenz"
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Yield curve
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Credit derivative
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Kreditderivat
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Choudhry, Moorad
Di Cesare, Antonio
Fabozzi, Frank J.
8
Favero, Carlo A.
5
Björk, Tomas
4
Schmidt, Klaus J. W.
4
Söderström, Ulf
4
Bethke, Sebastian
3
Chadha, Jagjit
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Dombrecht, Michel
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Kugler, Peter
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Núñez Ramos, Soledad
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Rudebusch, Glenn D.
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Steeley, James M.
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Wolters, Jürgen
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Duffee, Greg
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Fujii, Masaaki
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Gebauer, Wolfgang
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Giavazzi, Francesco
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ECONIS (ZBW)
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An analysis of the determinants of credit default swap spread changes before and during the financial turmoil
Di Cesare, Antonio
;
Guazzarotti, Giovanni
- In:
The financial crisis : issues in business, finance and …
,
(pp. 69-101)
.
2011
Persistent link: https://www.econbiz.de/10009740598
Saved in:
2
An analysis of the determinants of credit default swap spread changes before and during the subprime financial turmoil
Di Cesare, Antonio
;
Guazzarotti, Giovanni
- In:
Finance and banking developments
,
(pp. 233-265)
.
2010
Persistent link: https://www.econbiz.de/10008860426
Saved in:
3
Bond spreads and relative value
Choudhry, Moorad
-
2008
Persistent link: https://www.econbiz.de/10003763814
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4
The determinants of the swap spread and understanding the LIBOR term premium
Choudhry, Moorad
-
2008
Persistent link: https://www.econbiz.de/10003763816
Saved in:
5
The market yield curve and fitting the term structure of interest rates
Choudhry, Moorad
- In:
The handbook of fixed income securities
,
(pp. 939-965)
.
2005
Persistent link: https://www.econbiz.de/10003055161
Saved in:
6
Interest-rate swaps and swaptions
Fabozzi, Frank J.
;
Mann, Steven V.
;
Choudhry, Moorad
- In:
The handbook of fixed income securities
,
(pp. 1249-1281)
.
2005
Persistent link: https://www.econbiz.de/10003055314
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