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An empirical investigation in credit spread indices

Published inThe journal of risk, no. 3, p. 27-55
Publication date2001
Citation (ISO format)
PRIGENT, Jean-Luc, RENAULT, Olivier, SCAILLET, Olivier. An empirical investigation in credit spread indices. In: The journal of risk, 2001, n° 3, p. 27–55. doi: 10.21314/JOR.2001.047
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Journal ISSN1465-1211
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