The role of the leverage effect in the price discovery process of credit markets
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Humanities and Social Sciences| Origin | Files produced by the author(s) |
|---|
Journal Articles
Journal of Economic Dynamics and Control
Year : 2021
Accord Elsevier CCSD : Connect in order to contact the contributor
https://hal.science/hal-03493542
Submitted on : Thursday, December 15, 2022-1:49:52 PM
Last modification on : Friday, July 12, 2024-3:16:03 PM
Long-term archiving on : Thursday, March 16, 2023-8:32:17 PM
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- HAL Id : hal-03493542 , version 1
- DOI : 10.1016/j.jedc.2020.104033
- PII : S0165-1889(20)30201-3
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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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