THE PRICING OF CORRELATED DEFAULT RISK: Evidence from the Credit Derivatives Market
| Year of publication: |
2008
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|---|---|
| Authors: | Tarashev, Nikola ; Zhu, Haibin |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 18.2008, 1, p. 5-24
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