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Our data says that the document:

Steven Shu-Hsiu, Chen. (2024) Volatility feedback and dealership position: Evidence from the CDS Index, Corporate Bonds, and Government Bonds.
In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012054.

Full description at Econpapers

cites:

Aït-Sahalia, Y. ; Lo, A.W. Nonparametric estimation of state-price densities implicit in financial asset prices. 1998 J. Finance. 53 499-547

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