Valuation of systematic risk in the cross-section of credit...

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Valuation of systematic risk in the cross-section of credit default swap spreads

Claußen, Arndt, Löhr, Sebastian, Rösch, Daniel, Scheule, Harald
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Language:
english
Journal:
The Quarterly Review of Economics and Finance
DOI:
10.1016/j.qref.2016.06.007
Date:
July, 2016
File:
PDF, 941 KB
english, 2016
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