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The economic role of jumps and recovery rates in the market for corporate default risk. Working paper (2007)

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by Paul Schneider , Leopold Sögner , Gregor Dorfleitner , Hermann Elendner , Peter Feldhütter , Alois Geyer , Michael Gordy , Lotfi Karoui , David L , Franck Moraux , Stefan Pichler
Citations:12 - 2 self