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Our data says that the document:

Chunming , Yuan ; Tanu J., Pongsiri. (2015) Fiscal austerity, growth prospects, and sovereign CDS spreads: The Eurozone and beyond.
In: Economie Internationale. RePEc:cii:cepiei:2015-q1-141-4.

Full description at Econpapers

cites:

Cont, R. and Kan, Y.H. (2011). Statistical modeling of credit default swap portfolios. Working Paper, Columbia University, New York.

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