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Asymmetric estimation of DVAs
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Asymmetric estimation of DVAs: Evidence based on structural credit risk models
Research output
:
Working paper
Unpublished
Overview
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Wen Lin
Argyro Panaretou
Grzegorz Pawlina
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Publication date
2018
Place of Publication
Lancaster
Publisher
The Department of Accounting and Finance
<mark>Original language</mark>
English