The leverage effect puzzle: the case of European sovereign credit default swap market
Crossref DOI link: https://doi.org/10.1007/s11147-016-9121-3
Published Online: 2016-03-17
Published Print: 2016-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kliber, Agata
License valid from 2016-03-17