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

C. León, K. Leiton, J. Pérez

Research output: Contribution to journal › Article › Scientific › peer-review

8 Citations (Scopus)

Original language	English
Journal	Physica A-Statistical Mechanics and its Applications
DOIs	https://doi.org/10.1016/j.physa.2014.08.020
Publication status	Published - 2014

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title = "Extracting the sovereigns' CDS market hierarchy: A correlation-filtering approach",

author = "C. Le{\'o}n and K. Leiton and J. P{\'e}rez",

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AU - León, C.

AU - Leiton, K.

AU - Pérez, J.

PY - 2014

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JO - Physica A-Statistical Mechanics and its Applications

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