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Macro factors in the term structure of credit spreads / by Jeffery D. Amato and Maurizio Luisi.

By: Contributor(s): Material type: TextTextLanguage: English Series: BIS. Documentos ; 13712 | BIS. Documentos. IEC ; v. 17/5Publication details: Basel : Bank for International Settlements, Monetary and Economic Department, 2006.Description: 61 p. : il. ; 28 cmSubject(s): Other classification:
  • BIS 17
In: BIS 17 BIS. Documentos. IEC ; v. 17/5.
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Holdings: BIS. Documentos. IEC ; v. 17/5.

Incluye bibliografía.

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