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

  • Carlos León, Karen Leiton, Jhonatan Pérez
  • Physica A Statistical Mechanics and its Applications, December 2014, Elsevier
  • DOI: 10.1016/j.physa.2014.08.020

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http://dx.doi.org/10.1016/j.physa.2014.08.020

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