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Extracting the sovereigns’ CDS market hierarchy: A correlation-filtering approach
León, Carlos, Leiton, Karen, Pérez, JhonatanVolume:
415
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2014.08.020
Date:
December, 2014
File:
PDF, 791 KB
english, 2014