On the term structure of default premia in the Swap and Libor markets
Year of publication: |
2000-05-01
|
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Authors: | SOLNIK, Bruno ; COLLIN-DUFRESNE, Pierre |
Institutions: | HEC Paris (École des Hautes Études Commerciales) |
Subject: | Credit risk | asset pricing | international finance |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Les Cahiers de Recherche - Groupe HEC Number 704 25 pages |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: |
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