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~subject:"Credit risk"
~subject:"Volatilität"
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Journal of risk
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Dynamic linkages in credit risk : modeling the time-varying correlation between the money and derivatives markets over the crisis period
Wu, Weiou
;
McMillan, David G.
- In:
Journal of risk
16
(
2013
)
2
,
pp. 51-59
Persistent link: https://www.econbiz.de/10010237929
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