Sovereign Risk Matters: The Effects of Endogenous Default Risk on the Volatility of Interest Rate Spreads
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1993 ◽
Vol 45
(3-4)
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pp. 247-268
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2017 ◽
Vol 8
(1)
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pp. 76-88
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2000 ◽
Vol 10
(2)
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pp. 155-161
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2017 ◽
Vol 9
(2)
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pp. 182-227
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