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The Bulgarian Foreign and Domestic Debt – A No-Arbitrage Macrofinancial View

Wednesday, March 28, 2012

Working Paper Number:

1032

WDI Topic:

JEL Code(s):
F31; G12; E43; C58

WP Keyword/Key Phrases:
arbitrage; term structure; credit risk; credit spread; currency spread; HJM

Region:

URL:
http://wdi.umich.edu/files/Publications/WorkingPapers/wp1032.pdf

Special object:
No

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