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Liquidity and CDS premiums on European companies around the Subprime crisis

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Bibliographic reference Lesplingart, Clothilde ; Majois, Christophe ; Petitjean, Mikael. Liquidity and CDS premiums on European companies around the Subprime crisis. In: Review of Derivatives Research, Vol. 15, no.3, p. 257-281 (2012)
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