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~isPartOf:"Working papers / University of Connecticut, Department of Economics"
~source:"econis"
~subject:"Estimation"
~subject:"Marktliquidität"
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US corporate default swap valuation : the market liquidity hypothesis and autonomous credit risk
Dunbar, Kwamie
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2007
Persistent link: https://www.econbiz.de/10003474194
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Effectively hedging the interest rate risk of wide floating rate coupon spreads
Schröder, Thomas
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Dunbar, Kwamie
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2010
Persistent link: https://www.econbiz.de/10003949824
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