Academic Thesis

Basic information

Name Kagraoka Yusho
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Title

Fitting the Nelson-Siegel model to default intensities estimated from the sovereign CDS

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Sole Author

Author

Yusho KAGRAOKA

Summary

 

Magazine(name)

Musashi University Discussion Paper Series No. 89

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Date of Issue

201803

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International Journal

 

International Collaboration

 

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Download

 

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