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~isPartOf:"ECB Working Paper"
~isPartOf:"Working papers / Federal Reserve Bank of Philadelphia, Research Department"
~person:"Andersson, Magnus"
~subject:"Credit risk"
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Andersson, Magnus
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An Empirical Study on the Decoupling Movements between Corporate Bond and CDS Spreads
Alexopoulou, Ioana
-
2009
turmoil in the summer of 2007 induced a substantial increase in risk aversion and a shift in the
pricing
of credit risk, with …
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