Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads.
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| Title: | Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads. |
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| Authors: | PAN, JUN, SINGLETON, KENNETH J.1 |
| Source: | Journal of Finance (Wiley-Blackwell). Oct2008, Vol. 63 Issue 5, p2345-2384. 40p. 9 Charts, 11 Graphs. |
| Database: | Business Source Ultimate |
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