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An Empirical Analysis of the Pricing of Collateralized Debt Obligations

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References

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1997An Econometric Model of the Term Structure of Interest-Rate Swap Yields793 cited
2004The Pooling and Tranching of Securities: A Model of Informed Intermediation632 cited
2001Risk and Valuation of Collateralized Debt Obligations599 cited

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2003Credit Risk : Pricing, Measurement, and Management587 cited

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