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doi:10.1016/j.jbankfin.2015.10.010
An analysis of euro area sovereign CDS and their relation with government bonds
Alessandro Fontana
Martin Scheicher
CDS
Government bond
Short-selling frictions
Funding liquidity
Financial crisis
Arbitrage
JOURNAL OF BANKING FINANCE, 62 (2016) 126-140. doi:10.1016/j.jbankfin.2015.10.010
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