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Good and Bad Credit Contagion: Evidence from Credit Default Swaps,” (2007)

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by Philippe Jorion , Gaiyan Zhang , Darrell Duffie , Pierre Collin-Dufresne , Jean Helwege , Francis Longstaff , Lemma Senbet , Neal Stoughton , Solomon Tadesse , Fan Yu , Philippe Jorion , Gaiyan Zhang , Paul
Venue:Journal of Financial Economics,
Citations:84 - 6 self