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Liquidity tail risk and credit default swap spreads. (2018). Gabrysch, Sandra ; Irresberger, Felix.
In: European Journal of Operational Research.
RePEc:eee:ejores:v:269:y:2018:i:3:p:1137-1153.

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  2. Comparing and quantifying tail dependence. (2024). Siburg, Karl Friedrich ; Weiss, Gregor ; Strothmann, Christopher.
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  3. Extreme illiquidity and cross-sectional corporate bond returns. (2024). Chen, XI ; Wang, Junbo ; Wu, DI.
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  4. Fundamentals, real-time uncertainty and CDS index spreads. (2023). Wang, XU ; Audzeyeva, Alena.
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  5. Dynamic firm performance and estimator choice: A comparison of dynamic panel data estimators. (2023). Kumbhakar, Subal ; Chaudhuri, Kausik ; Cave, Joshua.
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  6. Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Yfanti, Stavroula ; Karanasos, Menelaos ; Zopounidis, Constantin ; Christopoulos, Apostolos.
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  7. The Impact of Macroeconomic Risk Factors, the Adoption of Financial Derivatives on Working Capital Management, and Firm Performance. (2022). san Ong, Tze ; Zariyawati, Mohd Ashhari ; Reyad, Hossain Mohammad ; Muhamad, Haslinah.
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  8. Comparing and quantifying tail dependence. (2022). Siburg, Karl Friedrich ; Weiss, Gregor ; Strothmann, Christopher.
    In: Papers.
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  9. Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates. (2021). Nguyen, Duc Khuong ; Ji, Qiang ; Liu, Bingyue ; Fan, Ying.
    In: International Journal of Finance & Economics.
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  10. Credit spread approximation and improvement using random forest regression. (2021). Mercadier, Mathieu ; Lardy, Jean-Pierre.
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  11. Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates. (2020). Nguyen, Duc Khuong ; Ji, Qiang ; Fan, Ying ; Liu, Bing-Yue.
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  12. A comparison of tail dependence estimators. (2020). Supper, Hendrik ; Weiss, Gregor ; Irresberger, Felix.
    In: European Journal of Operational Research.
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  13. Credit spread approximation and improvement using random forest regression. (2019). Mercadier, Mathieu ; Lardy, Jean-Pierre.
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  14. Credit spread approximation and improvement using random forest regression. (2019). Mercadier, Mathieu ; Lardy, Jean-Pierre.
    In: European Journal of Operational Research.
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  39. Liquidity shocks and stock bubbles. (2015). Nneji, Ogonna.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:35:y:2015:i:c:p:132-146.

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  40. Investor sentiment, flight-to-quality, and corporate bond comovement. (2014). Bethke, Sebastian ; Gehde-Trapp, Monika ; Kempf, Alexander.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1306r2.

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  41. Investor sentiment, flight-to-quality, and corporate bond comovement. (2014). Bethke, Sebastian ; Trapp, Monika ; Kempf, Alexander.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1306r.

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  42. Corporate Transparency and Bond Liquidity. (2014). Füss, Roland ; Fecht, Falko ; Fuss, Roland ; Rindler, Philipp B..
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2014:04.

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  43. Liquidity Risk Premia in the International Shipping Derivatives Market. (2014). Tsouknidis, Dimitris ; Kappou, Konstantina ; Visvikis, Ilias ; Alizadeh, Amir .
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    RePEc:rdg:icmadp:icma-dp2014-15.

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  44. The determinants of credit spreads changes in global shipping bonds. (2014). Tsouknidis, Dimitris ; Kavussanos, Manolis.
    In: Transportation Research Part E: Logistics and Transportation Review.
    RePEc:eee:transe:v:70:y:2014:i:c:p:55-75.

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  45. Corporate bond returns and the financial crisis. (2014). Hughes, John S. ; Aboody, David ; Ozel, Bugra N..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:40:y:2014:i:c:p:42-53.

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  46. Bank risk factors and changing risk exposures: Capital market evidence before and during the financial crisis. (2014). Bessler, Wolfgang ; Kurmann, Philipp .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:13:y:2014:i:c:p:151-166.

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  47. Stock liquidity and the Taylor rule. (2014). Jiang, Lei.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:28:y:2014:i:c:p:202-214.

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  48. On the compensation for illiquidity in sovereign credit markets. (2014). Lafuente, Juan Angel ; Serrano, Pedro ; Groba, Jonatan.
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb142911.

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  49. What drives corporate default risk premia? Evidence from the CDS market. (2013). Serrano, Pedro ; Groba, Jonatan ; Diaz, Antonio.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:37:y:2013:i:c:p:529-563.

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  50. Return dispersion, stock market liquidity and aggregate economic activity. (2013). Floros, Christos ; Degiannakis, Stavros ; Angelidis, Timotheos ; Andrikopoulos, Andreas.
    In: Working Papers.
    RePEc:bog:wpaper:166.

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