The leverage effect puzzle: the case of European sovereign credit default swap market (Q345723)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The leverage effect puzzle: the case of European sovereign credit default swap market |
scientific article |
Statements
The leverage effect puzzle: the case of European sovereign credit default swap market (English)
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2 December 2016
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credit default swap
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emerging markets
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leverage effect
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stochastic volatility
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