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A multilevel factor approach for the analysis of CDS commonality and risk contribution
Rodríguez-Caballero, Carlos Vladimir, Caporin, MassimilianoLanguage:
english
Journal:
Journal of International Financial Markets, Institutions and Money
DOI:
10.1016/j.intfin.2019.101144
Date:
November, 2019
File:
PDF, 3.51 MB
english, 2019