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~isPartOf:"Journal of banking & finance"
~person:"Capponi, Agostino"
~subject:"Credit risk"
~subject:"Risk premium"
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Capponi, Agostino
Saunders, Anthony
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Altman, Edward I.
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Norden, Lars
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Perraudin, William R. M.
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Uhrig-Homburg, Marliese
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Journal of banking & finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Finance and stochastics
3
Mathematics of operations research
3
International journal of theoretical and applied finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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After the crash : financial crises and regulatory responses
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FEDS Working Paper
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Finance and economics discussion series
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Journal of financial and quantitative analysis : JFQA
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Journal of monetary economics
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Counterparty
risk
for CDS : default clustering effects
Bo, Lijun
;
Capponi, Agostino
- In:
Journal of banking & finance
52
(
2015
),
pp. 29-42
Persistent link: https://www.econbiz.de/10011377294
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