Cointegration test with stationary covariates and the CDS-bond basis during the financial crisis
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KeywordsSwaps (Finance) ; Corporate bonds ; Econometric models;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-04-30 (All new papers)
- NEP-BAN-2011-04-30 (Banking)
- NEP-ECM-2011-04-30 (Econometrics)
- NEP-ETS-2011-04-30 (Econometric Time Series)
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