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~isPartOf:"Journal of empirical finance"
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~subject:"Kointegration"
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Limits to arbitrage and CDS-bond dynamics around the financial crisis
Chalamandaris, George
;
Pagratis, Spyros
- In:
Journal of empirical finance
54
(
2019
),
pp. 213-235
Persistent link: https://www.econbiz.de/10012174829
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2
Do the stock and CDS markets price credit risk equally in the long-run?
Lovreta, Lidija
;
Mladenović, Zorica
- In:
The European journal of finance
24
(
2018
)
17
,
pp. 1699-1726
Persistent link: https://www.econbiz.de/10012259098
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3
The effect of liqudity on the price discovery process in credit derivatives markets in time of financial distress
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
The European journal of finance
17
(
2011
)
9/10
,
pp. 851-881
Persistent link: https://www.econbiz.de/10009529136
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