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Option†Adjusted Delta Credit Spreads: a Cross†Country Analysis. (2012). HASAN, IFTEKHAR ; Becchetti, Leonardo ; Carpentieri, Andrea .
In: European Financial Management.
RePEc:bla:eufman:v:18:y:2012:i:2:p:183-217.

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  1. Capital Controls and the Cost of Debt. (2019). Valenzuela, Patricio ; Andreasen, Eugenia ; Schindler, Martin.
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:67:y:2019:i:2:d:10.1057_s41308-019-00080-6.

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  2. Rollover Risk and Corporate Bond Spreads. (2013). Valenzuela, Patricio.
    In: Working Papers.
    RePEc:ecl:upafin:13-10.

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  64. Explaining credit default swap spreads with the equity volatility and jump risks of individual firms. (2005). Zhou, Hao.
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