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US corporate default swap valuation: the market liquidity hypothesis and autonomous credit risk - MaRDI portal

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US corporate default swap valuation: the market liquidity hypothesis and autonomous credit risk

From MaRDI portal
Publication:3502197

DOI10.1080/14697680701397927zbMATH Open1134.91413OpenAlexW1971937165MaRDI QIDQ3502197

Author name not available (Why is that?)

Publication date: 22 May 2008

Published in: (Search for Journal in Brave)

Full work available at URL: https://media.economics.uconn.edu/working/2007-08.pdf



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