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~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Derivative"
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Evaluation of market risk associated with hedging a credit derivative portfolio
Chamizo, Álvaro
;
Novales, Alfonso
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 411-430
Persistent link: https://www.econbiz.de/10012655516
Saved in:
2
Valuation of systematic risk in the cross-section of credit default swap spreads
Claußen, Arndt
;
Löhr, Sebastian
;
Rösch, Daniel
; …
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 183-195
Persistent link: https://www.econbiz.de/10011792305
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