Measuring default risk premia from default swap rates and EDFs

Berndt, Antje

Measuring default risk premia from default swap rates and EDFs - Basle Bank for International Settlements 2005 - 48 p. See BIS 332.15 CHA (Includes Acc. Nos. 32798, 32799, 32800 & 32801)

ISSN: 1020-0959


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