Narrow search
Showing 1 - 2 of 2
Cover Image
Are the risk-free interest rates correlated with sovereign default intensities?
Kagraoka, Yusho - In: The journal of fixed income 28 (2019) 4, pp. 91-103
Persistent link: https://www.econbiz.de/10012251389
Cover Image
Estimation of the term structure of CDS-adjusted risk-free interest rates
Kagraoka, Yusho; Moussa, Zakaria - In: The journal of fixed income 24 (2014) 2, pp. 29-44
Persistent link: https://www.econbiz.de/10011660672