The market price of credit risk: an empirical analysis of interest rate swap spreads
Gespeichert in:
| Beteiligte Personen: | , , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2002
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
8990 |
| Schlagwörter: | |
| Links: | http://papers.nber.org/papers/w8990.pdf |
| Umfang: | 19, [17] S. graph. Darst. |
Internformat
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Datensatz im Suchindex
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| author | Liu, Jun 1967- Longstaff, Francis A. 1956- Mandell, Ravit E. |
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| geographic | USA |
| geographic_facet | USA |
| id | DE-604.BV023588842 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T13:23:11Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016904174 |
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| physical | 19, [17] S. graph. Darst. |
| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| publisher | National Bureau of Economic Research |
| record_format | marc |
| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Liu, Jun 1967- Verfasser (DE-588)128834811 aut The market price of credit risk an empirical analysis of interest rate swap spreads Jun Liu ; Francis A. Longstaff ; Ravit E. Mandell Cambridge, Mass. National Bureau of Economic Research 2002 19, [17] S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 8990 Finance United States Risk Swaps (Finance) United States USA Longstaff, Francis A. 1956- Verfasser (DE-588)128835133 aut Mandell, Ravit E. Verfasser aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 8990 (DE-604)BV002801238 8990 http://papers.nber.org/papers/w8990.pdf kostenfrei Volltext |
| spellingShingle | Liu, Jun 1967- Longstaff, Francis A. 1956- Mandell, Ravit E. The market price of credit risk an empirical analysis of interest rate swap spreads National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Finance United States Risk Swaps (Finance) United States |
| title | The market price of credit risk an empirical analysis of interest rate swap spreads |
| title_auth | The market price of credit risk an empirical analysis of interest rate swap spreads |
| title_exact_search | The market price of credit risk an empirical analysis of interest rate swap spreads |
| title_full | The market price of credit risk an empirical analysis of interest rate swap spreads Jun Liu ; Francis A. Longstaff ; Ravit E. Mandell |
| title_fullStr | The market price of credit risk an empirical analysis of interest rate swap spreads Jun Liu ; Francis A. Longstaff ; Ravit E. Mandell |
| title_full_unstemmed | The market price of credit risk an empirical analysis of interest rate swap spreads Jun Liu ; Francis A. Longstaff ; Ravit E. Mandell |
| title_short | The market price of credit risk |
| title_sort | the market price of credit risk an empirical analysis of interest rate swap spreads |
| title_sub | an empirical analysis of interest rate swap spreads |
| topic | Finance United States Risk Swaps (Finance) United States |
| topic_facet | Finance United States Risk Swaps (Finance) United States USA |
| url | http://papers.nber.org/papers/w8990.pdf |
| volume_link | (DE-604)BV002801238 |
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