Pricing nondiversifiable credit risk in the corporate Eurobond market
Year of publication: |
2007
|
---|---|
Authors: | Abaffy, J. ; Bertocchi, Marida ; Dupačová, Jitka ; Moriggia, Vittorio ; Consigli, G. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 8, p. 2233-2263
|
Subject: | Kreditrisiko | Credit risk | Eurobond | Zinsstruktur | Yield curve | Derivat | Derivative | Theorie | Theory |
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