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~institution:"C.E.P.R. Discussion Papers"
~institution:"European Central Bank"
~subject:"credit default swap"
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Disentangling the bond-CDS nexus: a
stress
test
model of the CDS market
Vuillemey, Guillaume
;
Peltonen, Tuomas A.
-
European Central Bank
-
2013
This paper presents a
stress
test
model for the CDS market, with a focus on the interplay between banks’ bond and CDS …
Persistent link: https://www.econbiz.de/10010709534
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