Modeling sovereign yield spreads : a case study of Russian debt
Year of publication: |
2003
|
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Authors: | Duffie, Darrell ; Pedersen, Lasse Heje ; Singleton, Kenneth J. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 58.2003, 1, p. 119-159
|
Subject: | Öffentliche Anleihe | Public bond | Staatspapier | Government securities | CAPM | Kreditrisiko | Credit risk | Russland | Russia | 1997-2000 |
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