Credit Spreads and the Treasury Zero Coupon Spot Curve
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References listed on IDEAS
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More about this item
KeywordsCredit Spread; Coupon Bias; Value at Risk; Correlation;
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
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