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~person:"Cifarelli, Giulio"
~person:"Solnik, Bruno"
~subject:"Staatspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Cifarelli, Giulio
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The journal of finance : the journal of the American Finance Association
1
The journal of futures markets
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ECONIS (ZBW)
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On the term structure of default premia in the swap and LIBOR markets
Collin-Dufresne, Pierre
;
Solnik, Bruno
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 1095-1115
Persistent link: https://www.econbiz.de/10001593029
Saved in:
2
The exchange rate crisis of September 1992 and the pricing of Italian financial futures
Cifarelli, Giulio
- In:
The journal of futures markets
18
(
1998
)
7
,
pp. 827-849
Persistent link: https://www.econbiz.de/10001249186
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