On the term structure of default premia in the Swap and Libor markets

No abstract is available for this paper.

• Publication year

  2001

• Venue

  Journal of Finance

• Publication date

  2001-06-01

• Fields of study

  Business, Economics

• Identifiers
  DOI 10.1111/0022-1082.00357
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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