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Pricing Government Credit: A New Method for Determining Government Credit Risk Exposure

Brent W. Ambrose, Zhongyi Yuan
Year2018
VenueSSRN Electronic Journal
Typepreprint
Citations2
DOI10.2139/ssrn.3298963
OpenAlexW2942943448

Topics

Credit Risk and Financial RegulationsLoanGovernment (linguistics)EconomicsCredit riskCapital requirement