A Note on Construction of Multiple Swap Curves with and without Collateral
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- Calice, Giovanni, 2011. "The Impact of Collateral Policies on Sovereign CDS Spreads," ECMI Papers 12234, Centre for European Policy Studies.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-08-02 (All new papers)
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