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~isPartOf:"Economic modelling"
~isPartOf:"Swiss Finance Institute Research Paper"
~isPartOf:"Working paper series"
~person:"Hammoudeh, Shawkat"
~person:"Koo, Bonsoo"
~person:"Liu, Feng"
~subject:"CDS spreads"
~subject:"Public debt"
~subject:"Risk premium"
~type_genre:"Aufsatz in Zeitschrift"
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Assessing sovereign default risk : a bottom-up approach
Liu, Feng
;
Kalotay, Egon
;
Trück, Stefan
- In:
Economic modelling
70
(
2018
),
pp. 525-542
Persistent link: https://www.econbiz.de/10012027982
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2
Asymmetric determinants of CDS spreads : U.S. industry-level evidence through the NARDL approach
Shahzad, Syed Jawad Hussain
;
Nor, Safwan Mohd
;
Ferrer, …
- In:
Economic modelling
60
(
2017
),
pp. 211-230
Persistent link: https://www.econbiz.de/10011734203
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