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A view from outside: sovereign CDS volatility as an indicator of economic uncertainty
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- Journal:
- Macroeconomic Dynamics / Volume 28 / Issue 7 / October 2024
- Published online by Cambridge University Press:
- 15 November 2023, pp. 1423-1450
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AN ANALYTICAL APPROXIMATION FORMULA FOR THE PRICING OF CREDIT DEFAULT SWAPS WITH REGIME SWITCHING
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- The ANZIAM Journal / Volume 63 / Issue 2 / April 2021
- Published online by Cambridge University Press:
- 02 September 2021, pp. 143-162
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Mathematical analysis of a credit default swap with counterparty risks
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- European Journal of Applied Mathematics / Volume 31 / Issue 5 / October 2020
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- 09 September 2019, pp. 737-762
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