Analyzing the link between US Credit default swap spreads and market risk: A 3-D Copula framework
Hayette Gatfaoui
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Date: 2011-06-30
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Published in 8th International Conference on Applied Financial Economics (AFE - QASS), Jun 2011, Samos, Greece
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00740054
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