Avino, Davide and Lazar, Emese and Varotto, Simone (2012): Price Discovery of Credit Spreads in Tranquil and Crisis Periods.
Avino, Davide and Lazar, Emese and Varotto, Simone (2012): Which market drives credit spreads in tranquil and crisis periods? An analysis of the contribution to price discovery of bonds, CDS, stocks and options.
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