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~isPartOf:"Finance and stochastics"
~isPartOf:"SFB 649 discussion paper"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Collin-Dufresne, Pierre"
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Collin-Dufresne, Pierre
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Finance and stochastics
SFB 649 discussion paper
The journal of finance : the journal of the American Finance Association
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Do bonds span the fixed income markets? : Theory and evidence for unspanned stochastic volatility
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
4
,
pp. 1685-1730
Persistent link: https://www.econbiz.de/10001696255
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On the term structure of default premia in the swap and LIBOR markets
Collin-Dufresne, Pierre
;
Solnik, Bruno
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 1095-1115
Persistent link: https://www.econbiz.de/10001593029
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