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Good and bad credit contagion: Evidence from credit default swaps

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  • Jorion, Philippe
  • Zhang, Gaiyan

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  • Jorion, Philippe & Zhang, Gaiyan, 2007. "Good and bad credit contagion: Evidence from credit default swaps," Journal of Financial Economics, Elsevier, vol. 84(3), pages 860-883, June.
    • Handle: RePEc:eee:jfinec:v:84:y:2007:i:3:p:860-883
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