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~isPartOf:"Economic modelling"
~isPartOf:"Swiss Finance Institute Research Paper"
~isPartOf:"The journal of futures markets"
~person:"Han, Qian"
~subject:"USA"
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How important is a non-default factor for CDS valuation?
Guo, Biao
;
Han, Qian
;
Lee, Jaeram
;
Ryu, Doojin
- In:
The journal of futures markets
35
(
2015
)
11
,
pp. 1088-1101
Persistent link: https://www.econbiz.de/10011546218
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