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Modelling clusters of corporate defaults: Regime‐switching models significantly reduce the contagion source. (2022). Drage Berentsen, Geir ; Bulla, Jan ; Stove, Brd ; Maruotti, Antonello.
In: Journal of the Royal Statistical Society Series C.
RePEc:bla:jorssc:v:71:y:2022:i:3:p:698-722.

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