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responses in explaining the evolution of Eurozone (EZ) sovereign spreads during the first half of 2020. Focusing on daily … Eurozone CDS spreads, we adopt a multi-stage econometric approach. First, we estimate a multi-factor model for changes in EZ …
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responses in explaining the evolution of Eurozone (EZ) sovereign spreads during the first half of 2020. Focusing on daily … Eurozone CDS spreads, we adopt a multi-stage econometric approach. First, we estimate a multi-factor model for changes in EZ …
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