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Credit spreads and the zero-coupon treasury spot curve

Skinner, F Credit spreads and the zero-coupon treasury spot curve The Journal of Financial Research, 29 (3). pp. 412-439.

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Item Type: Article
Authors :
NameEmailORCID
Skinner, Ff.skinner@surrey.ac.ukUNSPECIFIED
Depositing User : Symplectic Elements
Date Deposited : 16 May 2017 14:52
Last Modified : 16 May 2017 14:52
URI: http://epubs.surrey.ac.uk/id/eprint/815400

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