Credit spreads between German and Italian sovereign bonds: Do one-factor affine models work?

Canadian Journal of Administrative Sciences

Volumn 17, Issue 2, 2000, Pages 166-179

  Düllmann, Klaus ^a   Windfuhr, Marc ^a  

^a UNIVERSITY OF MANNHEIM   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039257757     PISSN: 08250383     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1936-4490.2000.tb00217.x     Document Type: Article

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