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Estimating Implied Default Probabilities and Recovery Valuesfrom Sovereign Bond Prices

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Bibliographic Details
Published in:The Journal of fixed income 2011-09, Vol.21 (2), p.5-14
Main Author: Vrugt, Evert B.
Format: Article
Language:English
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ISSN:1059-8596
2168-8648
DOI:10.3905/jfi.2011.21.2.005