On the term structure of default premia in the swap and LIBOR markets

Journal of Finance

Volumn 56, Issue 3, 2001, Pages 1095-1115

  Collin Dufresne, Pierre ^a   Solnik, Bruno ^b  

^a CARNEGIE MELLON UNIVERSITY   (United States)

^b HEC PARIS   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0040162358     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.00357     Document Type: Article

References (20)

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