A multilevel factor approach for the analysis of CDS commonality and risk contribution

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Veröffentlicht in:Journal of international financial markets, institutions & money
1. Verfasser: Rodríguez-Caballero, Carlos Vladimir (VerfasserIn)
Weitere Verfasser: Caporin, Massimiliano (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2019
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