Credit spreads and the zero-coupon treasury spot curve
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Skinner, F Credit spreads and the zero-coupon treasury spot curve The Journal of Financial Research, 29 (3). pp. 412-439.
Full text not available from this repository.| Item Type: | Article | ||||||
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| Divisions : | Surrey research (other units) | ||||||
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| Depositing User : | Symplectic Elements | ||||||
| Date Deposited : | 16 May 2017 14:52 | ||||||
| Last Modified : | 24 Jan 2020 13:28 | ||||||
| URI: | http://epubs.surrey.ac.uk/id/eprint/815400 |
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