DMCA

The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads. National Bureau of Economic Research Working Paper n (2002)

by Jun Liu , Francis A. Longstaff , Ravit E. Mandell , Josh M , Yoshihiro Mikami , Jun Pan , Monica Piazzesi , Walter Robinson , Janet Showers , Ken Singleton , Suresh Sundaresan , Abraham Thomas
Citations:59 - 4 self