The market price of credit risk: an empirical analysis of interest rate swap spreads
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
2002
|
| Schriftenreihe: | Working paper series / National Bureau of Economic Research
8990 |
| Beschreibung: | 19, [17] S. graph. Darst |
Internformat
MARC
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| 049 | |a DE-188 | ||
| 100 | 1 | |a Jun, Liu |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a The market price of credit risk |b an empirical analysis of interest rate swap spreads |c Jun Liu ; Francis A. Longstaff ; Ravit E. Mandell |
| 264 | 1 | |a Cambridge, Mass. |c 2002 | |
| 300 | |a 19, [17] S. |b graph. Darst | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Working paper series / National Bureau of Economic Research |v 8990 | |
| 700 | 1 | |a Longstaff, Francis A. |d 1956- |e Verfasser |0 (DE-588)128835133 |4 aut | |
| 700 | 1 | |a Mandell, Ravit E. |e Verfasser |4 aut | |
| 810 | 2 | |a National Bureau of Economic Research <Cambridge, Mass.> |t Working paper series |v 8990 |w (DE-604)BV002801238 |9 8990 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-021606586 | ||
Datensatz im Suchindex
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| any_adam_object | |
| author | Jun, Liu Longstaff, Francis A. 1956- Mandell, Ravit E. |
| author_GND | (DE-588)128835133 |
| author_facet | Jun, Liu Longstaff, Francis A. 1956- Mandell, Ravit E. |
| author_role | aut aut aut |
| author_sort | Jun, Liu |
| author_variant | l j lj f a l fa fal r e m re rem |
| building | Verbundindex |
| bvnumber | BV026945458 |
| ctrlnum | (OCoLC)248339062 (DE-599)BVBBV026945458 |
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| id | DE-604.BV026945458 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T23:03:00Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021606586 |
| oclc_num | 248339062 |
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| physical | 19, [17] S. graph. Darst |
| publishDate | 2002 |
| publishDateSearch | 2002 |
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| series2 | Working paper series / National Bureau of Economic Research |
| spelling | Jun, Liu Verfasser 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. 2002 19, [17] S. graph. Darst txt rdacontent n rdamedia nc rdacarrier Working paper series / National Bureau of Economic Research 8990 Longstaff, Francis A. 1956- Verfasser (DE-588)128835133 aut Mandell, Ravit E. Verfasser aut National Bureau of Economic Research <Cambridge, Mass.> Working paper series 8990 (DE-604)BV002801238 8990 |
| spellingShingle | Jun, Liu Longstaff, Francis A. 1956- Mandell, Ravit E. The market price of credit risk an empirical analysis of interest rate swap spreads |
| 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 |
| volume_link | (DE-604)BV002801238 |
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