Credit derivatives: instruments of hedging and factors of instability. The example of ?Credit Default Swaps? on French reference entities
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- Nathalie Rey, 2009. "Credit derivatives: instruments of hedging and factors of instability. The example of “Credit Default Swaps” on French reference entities," CEPN Working Papers hal-00433883, HAL.
References listed on IDEAS
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- Hull, John & Predescu, Mirela & White, Alan, 2004. "The relationship between credit default swap spreads, bond yields, and credit rating announcements," Journal of Banking & Finance, Elsevier, vol. 28(11), pages 2789-2811, November.
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