Modeling Sovereign Yield Spreads: A Case Study of Russian Debt

Journal of Finance

Volumn 58, Issue 1, 2003, Pages 119-159

  Duffie, Darrell ^a   Pedersen, Lasse Heje ^b   Singleton, Kenneth J ^a  

^a STANFORD UNIVERSITY   (United States)

^b NEW YORK UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0013065959     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/1540-6261.00520     Document Type: Article

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