CDS Spreads: an Empirical Analysis on the Determinants
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Cited by:
- Elisa Di Febo & Eliana Angelini, 2018. "The Relevance of Market Variables in the CDS Spread Volatility: An Empirical Post-crisis Analysis," Global Business Review, International Management Institute, vol. 19(6), pages 1462-1477, December.
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Keywords
CDS; Credit risk; Credit spreads.;All these keywords.
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