Do Rare Events Explain CDX Tranche Spreads?

The Journal of Finance 2018 / 08

Do Rare Events Explain CDX Tranche Spreads?

SEO, SANG BYUNG, WACHTER, JESSICA A.
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Language:
english
Journal:
The Journal of Finance
DOI:
10.1111/jofi.12705
Date:
August, 2018
File:
PDF, 544 KB
english, 2018
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