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The risk of betting on risk : Conditional variance and correlation of bank credit default swaps
Huang, Xin
- In:
Journal of Futures Markets
40
(
2020
)
5
,
pp. 710-721
Persistent link: https://www.econbiz.de/10012189097
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Macroeconomic news announcements, systemic risk, financial market volatility, and jumps
Huang, Xin
- In:
Journal of Futures Markets
38
(
2018
)
5
,
pp. 513-534
Persistent link: https://www.econbiz.de/10012082095
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