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Journal Articles Journal of Economic Dynamics and Control Year : 2021

The role of the leverage effect in the price discovery process of credit markets

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hal-03493542 , version 1 (15-12-2022)

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Paul Zimmermann. The role of the leverage effect in the price discovery process of credit markets. Journal of Economic Dynamics and Control, 2021, 122, pp.104033 -. ⟨10.1016/j.jedc.2020.104033⟩. ⟨hal-03493542⟩
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