Keywords: F37
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Journal Articles
International Journal of Emerging Markets (2023) 18 (12): 5607–5629.
Published: 28 March 2022
... F37 G15 G17 A possible explanation for this cause lies within the actions of market participants. Since each agent becomes active under different circumstances, such as short sellers being more active through high financial stress periods, this may give rise to an asymmetric CDS spread...
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