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99-027/4 - The Joint Estimation of Term Structures and Credit Spreads

  • Authors
    Patrick Houweling, Erasmus University Rotterdam; Jaap Hoek, Robeco Group; Frank Kleibergen, Erasmus University Rotterdam
  • Publication date
    April 14, 1999
  • Keywords
    Term structure estimation; Credit spreads; Corporate bonds; Splines
  • JEL
    G12; G13; C13
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