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Market Co-movement between Credit Default Swap Curves and Option Volatility Surfaces

Shi, Yukun and Stasinakis, Charalampos and Xu, Yaofei and Yan, Cheng (2022) Market Co-movement between Credit Default Swap Curves and Option Volatility Surfaces. International Review of Financial Analysis, 82. p. 102192. DOI https://doi.org/10.1016/j.irfa.2022.102192



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Filename: CoMovement CS020322Clean.pdf

Licence: Creative Commons: Attribution-Noncommercial-No Derivative Works 3.0

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