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ADVANCES IN RISK MANAGEMENT, Chapter 6, pp. 107-131, Palgrave-MacMillan, Greg N. Gregoriou, ed., 2007
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Investigating the dependence structure between credit default swap spreads and the U.S. financial market
Gatfaoui, Hayette
- In:
Annals of Finance
6
(
2010
)
4
,
pp. 511-535
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