Modeling the dependence structure between default risk premium, equity return volatility and the jump risk: Evidence from a financial crisis
| Year of publication: |
2012
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|---|---|
| Authors: | Naifar, Nader |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 29.2012, 2, p. 119-132
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