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isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"Discussion paper / Tinbergen Institute"
~subject:"USA"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Discussion paper / Tinbergen Institute
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Estimating implied recovery rates from the term structure of CDS spreads
Jaskowski, Marcin
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724144
Saved in:
2
Why is price discovery in credit default swap markets news-specific?
Marsh, Ian
;
Wagner, Wolf
-
2012
Persistent link: https://www.econbiz.de/10010191016
Saved in:
3
The 2008 financial crisis and the dynamics of price discovery among stock prices, CDS spreads, and bond spreads for US financial firms
Giannikos, Christos
;
Guirguis, Hany S.
;
Suen, Michael
- In:
The journal of derivatives : the official publication …
21
(
2013
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10010191936
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