Study of Consistency of Bond and CDS Quotes
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More about this item
Keywordsfeasibility band; data consistency; risk-free interest rates; term structure of credit spreads; sovereign default risk; euro zone; defaultable bond; credit default swa;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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