A No-Arbitrage Analysis of Economic Determinants of the Credit Spread Term Structure
Year of publication: |
[2008]
|
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Authors: | Wu, Liuren |
Other Persons: | Zhang, Frank Xiaoling (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (33 p) |
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Type of publication: | Book / Working Paper |
Notes: | In: FEDS Discussion Paper No. 2005-59 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 2005 erstellt |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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