An empirical analysis of credit default swaps
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Bibliographic InfoArticle provided by Elsevier in its journal International Review of Financial Analysis.
Volume (Year): 11 (2002)
Issue (Month): 3 ()
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Web page: http://www.elsevier.com/locate/inca/620166
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- Yang Liu & Bruce Morley, 2012.
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- Liu, Yang & Morley, Bruce, 2011. "Sovereign Credit Default Swaps and the Macroeconomy," Department of Economics Working Papers 24071, University of Bath, Department of Economics.
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"An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps,"
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- Roberto Blanco & Simon Brennan & Ian W Marsh, 2004. "An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps," Bank of England working papers 211, Bank of England.
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- repec:eid:wpaper:03/11 is not listed on IDEAS
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