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~person:"Fabozzi, Frank J."
~subject:"Kreditrisiko"
~subject:"Portfolio-Management"
~type_genre:"Working Paper"
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The ICA-based factor decomposition of the Eurozone sovereign CDS spreads
Fabozzi, Frank J.
;
Giacometti, Rosella
;
Tsuchida, Naoshi
-
2015
Persistent link: https://www.econbiz.de/10011375946
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