Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics (Q2171628)

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Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics
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    Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics (English)
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    9 September 2022
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    finance
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    credit risk co-movement
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    economic policy uncertainty
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    financial/health crisis
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    sectoral CDS correlations
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