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source:"econis"
~isPartOf:"Financial markets, institutions & instruments"
~person:"Duffie, Darrell"
~person:"He, Zhiguo"
~subject:"Credit risk"
~subject:"Theorie"
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Across-the-curve credit spread indices
Berndt, Antje
;
Duffie, Darrell
;
Zhu, Yichao
- In:
Financial markets, institutions & instruments
32
(
2023
)
3
,
pp. 115-130
Persistent link: https://www.econbiz.de/10014326682
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