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How does risk flow in the credit default swap market?


D'Errico, Marco; Battiston, Stefano; Peltonen, Tuomas; Scheicher, Martin (2016). How does risk flow in the credit default swap market? European Systemic Risk Board Working Paper Series 33, University of Zurich.

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Item Type:Working Paper
Communities & Collections:03 Faculty of Economics > Department of Banking and Finance
Dewey Decimal Classification:330 Economics
Language:English
Date:22 December 2016
Deposited On:31 Jan 2017 13:59
Last Modified:03 Jun 2017 11:26
Series Name:European Systemic Risk Board Working Paper Series
Free access at:Official URL. An embargo period may apply.
Official URL:https://www.esrb.europa.eu/pub/pdf/wp/esrbwp33.en.pdf?ce86cf9372e645bcbbd4faffef58f073
Other Identification Number:merlin-id:14366

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