The leverage effect puzzle: the case of European sovereign credit default swap market
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Publication:345723
DOI10.1007/s11147-016-9121-3zbMath1349.62529OpenAlexW2308610753WikidataQ59473668 ScholiaQ59473668MaRDI QIDQ345723
Publication date: 2 December 2016
Published in: Review of Derivatives Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11147-016-9121-3
Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)
Uses Software
Cites Work
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