Accounting-Based Versus Market-Based Cross-Sectional Models of CDS Spreads
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Elsevier BV
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1. The Credit Default Swap market contagion during recent crises: international evidence;Review of Quantitative Finance and Accounting;2018-06-05
2. A semiparametric model for the systematic factors of portfolio credit risk premia;Journal of Empirical Finance;2009-09
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4. Implied Recovery;SSRN Electronic Journal;2008
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