Extracting the sovereigns' CDS market hierarchy: A correlation-filtering approach

Carlos Leon Rincon, K. Leiton, J. Pérez

Research output: Contribution to journalArticleScientificpeer-review

7 Citations (Scopus)
Original languageEnglish
JournalPhysica A: Statistical Mechanics and its Applications
DOIs
Publication statusPublished - 2014
Externally publishedYes

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