"CDS volatility: the key signal of credit quality."

Rosella Castellano, Rita Laura D'Ecclesia (2013)

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DOI: 10.1007/S10479-012-1244-9

access: closed

type: Journal Article

metadata version: 2020-08-13

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Rosella Castellano, Rita Laura D'Ecclesia:
CDS volatility: the key signal of credit quality. Ann. Oper. Res. 205(1): 89-107 (2013)

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