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Measuring correlated default risk : a new metric and validity tests
Javadi, Siamak
;
Kim, Seoyoung
;
Krehbiel, Timothy L.
; …
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 6-29
Persistent link: https://www.econbiz.de/10011803728
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