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A Structural Balance Sheet Model of Sovereign Credit Risk
François, Pascal
;
Hübner, Georges
;
Sibille, Jean-Roch
-
Centre Interuniversitaire sur le Risque, les Politiques …
-
2011
contagion
effects
through the corporate and banking sectors. Pricing performance as well as predictions about credit spread …
Persistent link: https://www.econbiz.de/10009399751
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