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Kenneth J. Singleton

Adams Distinguished Professor in Management, Emeritus, Stanford Graduate School of Business

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Modeling Sovereign Yield Spreads: A Case Study of Russian Debt

With Darrell Duffie and Lasse Pedersen.

Journal of Finance, Vol. 58, No. 1, February 2003, 119–159.

http://dx.doi.org/10.1111/1540-6261.00520

Tags: Econometric Methods, Fixed Income
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