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~accessRights:"free"
~language:"eng"
~source:"als-doc"
~subject:"Bank risk"
~subject:"Theorie"
~subject:"Zinsstruktur"
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Interactions between Market and Credit Risk: Modeling the Joint Dynamics of Default-free and Defaultable Bond Term Structures
Walder, Roger
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2002
This paper develops a model and estimate simultaneously the joint dynamics of default-free and defaultable bond term structures.
Persistent link: https://www.econbiz.de/10005843342
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