Empirical evidence on the dependence of credit default swaps and equity prices
Year of publication: |
2009
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Authors: | Dupuis, Debbie ; Jacquier, Eric ; Papageorgiou, Nicolas ; Rémillard, Bruno |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 29.2009, 8, p. 695-712
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