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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- repec:eid:wpaper:03/11 is not listed on IDEAS
- Nathalie Rey, 2009. "Credit derivatives: instruments of hedging and factors of instability. The example of “Credit Default Swaps” on French reference entities," Working Papers hal-00433883, HAL.
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