Is Tail Risk Priced in Credit Default Swap Premia?

Author: A J Patton, A R W Shleifer, B E Hansen, Christian Meine, D K J Duffie, F Chabi-Yo, Gregor N. F. Weiss, Hendrik Supper, N Arora, P Christoffersen, P Christoffersen, R F Engle, R F J G Engle, V V Acharya, V V Acharya
Publisher: Elsevier BV

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