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Exploring the Sources of Default Clustering

S Azizpour, K. Giesecke, & G. Schwenkler

Exploring the Sources of Default Clustering S Azizpour, K. Giesecke, & G. Schwenkler - CL elsevier 2018 - CL

Journal of Financial Economics

Subjects--Topical Terms: --Contagion--Default Clustering

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Exploring the Sources of Default Clustering

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