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Miniature of Across-The-Curve Credit Spread Indices

Across-The-Curve Credit Spread Indices

GSB Authors: Darrell Duffie
Date: 2020-07-31
Publication Type: Working Papers

1 Working Papers

1 Stanford GSB Faculty Publications

1 Darrell Duffie

1 LIBOR 1 SOFR 1 benchmark 1 credit spreads 1 floating rates 1 reference rate

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