The relationship between credit default swap spreads, bond yields, and credit rating announcements
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- Patrick Houweling & Ton Vorst, 2001.
"An Empirical Comparison of Default Swap Pricing Models,"
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- Houweling, P. & Vorst, A.C.F., 2002. "An Empirical Comparison of Default Swap Pricing Models," Econometric Institute Research Papers ERS-2002-23-F&A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
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