Liquidity tail risk and credit default swap spreads (Q1749525)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Liquidity tail risk and credit default swap spreads |
scientific article |
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Liquidity tail risk and credit default swap spreads (English)
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17 May 2018
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finance
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credit default swaps
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liquidity risk
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copula
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liquidity tail beta
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