The market price of credit risk an empirical analysis of interest rate swap spreads

Bibliographic Details
Main Author: Liu, Jun (-)
Other Authors: Longstaff, Francis A., Mandell, Ravit E.
Format: Book
Language:Inglés
Published: Cambridge, MA : National Bureau of Economic Research 2002.
Series:NBER Working Paper Series ; 8990
Subjects:
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Description
Physical Description:19, [17] p. ; 22 cm
Bibliography:Bibliogr.