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Persistent link: https://www.econbiz.de/10009637575
Based on a unique data set referencing exposures on single name credit default swaps (CDS) on European reference entities, we study the structure and the topology of the European CDS market and its evolution from 2008 to 2012, resorting to network analysis. The structural features revealed show...
Persistent link: https://www.econbiz.de/10010368104