SHORTER PAPERS - On the Term Structure of Default Premia in the Swap and LIBOR Markets
| Year of publication: |
2001
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| Authors: | Collin-Dufresne, Pierre ; Solnik, Bruno |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 56.2001, 3, p. 1095-1116
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