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Credit spread changes within switching regimes Maalaoui, Olfa; Dionne, Georges; Francois, Pascal, JOURNAL OF BANKING & FINANCE, v.49, pp.41 - 55, 2014-12 |
Detecting Regime Shifts in Credit Spreads Chun, Olfa Maalaoui; Dionne, Georges; Francois, Pascal, JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, v.49, no.5-6, pp.1339 - 1364, 2014-10 |
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