Measuring default risk premia from default swap rates and EDFs
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- Antje Berndt & Rohan Douglas & Darrell Duffie & Mark Ferguson, "undated". "Measuring Default Risk Premia from Default Swap Rates and EDFs," GSIA Working Papers 2006-E31, Carnegie Mellon University, Tepper School of Business.
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Keywords
default risk premia; default swap rates; EDFs;All these keywords.
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