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Do rare events explain CDX tranche spreads?

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Authors and Corporations: Seo, Sang Byung (Author), Wachter, Jessica (Author)
Other Authors: Wachter, Jessica [Author]
Type of Resource: E-Book
Language: English
published:
[Philadelphia, PA Rodney L. White Center for Financial Research] September 16, 2016
Series: Rodney L. White Center for Financial Research: Working papers ; 05-16
Subjects:
USA
USA
Source: Verbunddaten SWB
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