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Integration measures for fixed income markets: application in credit risk spread

Integration measures for fixed income markets: application in credit risk spread
Integration measures for fixed income markets: application in credit risk spread
Okhrati, Ramin
e8e0b289-be8c-4e73-aea5-c9835190a54a
Balbas, Alejandro
af095c60-b809-481e-8c49-2982c3d9c0fc
Garrido, Jose
f1c4a12e-0754-4aa4-81e9-949325bc7574
Okhrati, Ramin
e8e0b289-be8c-4e73-aea5-c9835190a54a
Balbas, Alejandro
af095c60-b809-481e-8c49-2982c3d9c0fc
Garrido, Jose
f1c4a12e-0754-4aa4-81e9-949325bc7574

Okhrati, Ramin, Balbas, Alejandro and Garrido, Jose (2012) Integration measures for fixed income markets: application in credit risk spread. One-Day Workshop on Portfolio Risk Management, Horsaal, Germany.

Record type: Conference or Workshop Item (Other)

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More information

Published date: 5 October 2012
Venue - Dates: One-Day Workshop on Portfolio Risk Management, Horsaal, Germany, 2012-10-04
Organisations: Statistics

Identifiers

Local EPrints ID: 366632
URI: http://eprints.soton.ac.uk/id/eprint/366632
PURE UUID: 4d5d4ecc-889c-4d80-826f-86d178c9c6ad
ORCID for Ramin Okhrati: ORCID iD orcid.org/0000-0003-0103-7051

Catalogue record

Date deposited: 04 Jul 2014 13:17
Last modified: 11 Dec 2021 04:43

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Contributors

Author: Ramin Okhrati ORCID iD
Author: Alejandro Balbas
Author: Jose Garrido

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