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CDS spreads (1) |
Credit risk (1) |
Financial crisis (1) |
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Noise traders (1) |
Spot-futures correlation (1) |
Volatility spillovers (2) |
CDS spreads (1) |
Credit risk (1) |
Financial crisis (1) |
Investor sentiment (1) |
Noise traders (1) |
Spot-futures correlation (1) |
Volatility spillovers (2) |