Estimating the joint probability of default using credit default swap and bond data
Year of publication: |
2012
|
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Authors: | Pianeti, Riccardo ; Giacometti, Rosella ; Acerbis, Valentina |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 21.2012, 3, p. 44-58
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Subject: | Kreditwürdigkeit | Credit rating | Insolvenz | Insolvency | Kreditrisiko | Credit risk | USA | United States | Theorie | Theory | Kreditderivat | Credit derivative |
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