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~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"Federal Reserve Bank of St. Louis"
~person:"Collin-Dufresne, Pierre"
~type_genre:"Arbeitspapier"
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On the term structure of default premia in the swap and LIBOR markets
Collin-Dufresne, Pierre
;
Solnik, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000996176
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