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subject:"Yield curve"
~isPartOf:"Journal of economic dynamics & control"
~person:"Guarin, Alexander"
~subject:"CDS spreads"
~subject:"Corporate bond"
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Recovering default risk from CDS spreads with a nonlinear filter
Guarin, Alexander
;
Liu, Xiaoquan
;
Wing Lon Ng
- In:
Journal of economic dynamics & control
38
(
2014
),
pp. 87-104
Persistent link: https://www.econbiz.de/10010387855
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