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Financial crises / Debt / Notes / Bankruptcy / Government debt / Sovereign default / Bond / Corporate bond / Government bond / Economics / Financial economics / Finance


THE JOURNAL OF FINANCE  VOL. LVIII, NO. 1  FEB[removed]Modeling Sovereign Yield Spreads: A Case Study of Russian Debt DARRELL DUFFIE, LASSE HEJE PEDERSEN, and KENNETH J. SINGLETON* ABSTRACT
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Document Date: 2003-03-18 13:45:13


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Company

Vnesheconombank / Eaton / Cox / Deutsche Bank / /

Country

Turkey / Russia / United States / United Kingdom / Philippines / /

Currency

USD / /

Facility

Princeton University / Stanford University / Yale University / New York University / /

IndustryTerm

oil / legal systems / /

OperatingSystem

L3 / /

Organization

Russian government / UCLA / London Club / Graduate School / Paris Club / New York University / Anderson School / Western government / International Monetary Fund / Stanford University / European government / Danish Research Academy / National Bureau of Economic Research / Princeton University / Stern School of Business / European monetary union / Ministry of Finance / Russian Central Bank / Yale University / /

Person

Scott / David Lando / KENNETH J. SINGLETON / LASSE HEJE PEDERSEN / Chen / DARRELL DUFFIE / Martin Jacobsen / Len Umantsev / Vladimir Semyonov / Andrei Khinchuk / /

Position

model for pricing sovereign debt / Rt / researcher / /

PublishedMedium

The Journal of Finance / /

Region

Russian U.S. / /

SportsLeague

Stanford University / /

Technology

simulation / /

SocialTag