Exploring Common Factors in the Term Structure of Credit Spreads : The Use of Canonical Correlations
Year of publication: |
[2012]
|
---|---|
Authors: | Ahn, Seung C. |
Other Persons: | Dieckmann, Stephan (contributor) ; Perez, Marcos Fabricio (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (49 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 28, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.984245 [DOI] |
Classification: | C33 - Models with Panel Data ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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