The response of the default risk premium to macroeconomic shocks
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- Willem Thorbecke, 1998.
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- repec:eee:quaeco:v:36:y:1996:i:4:p:475-484 is not listed on IDEAS
- Runkle, David E, 1987. "Vector Autoregressions and Reality," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(4), pages 437-42, October.
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