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Long-Run Risk Dynamics, Instabilities, and Breaks on European Credit Markets over a Crisis Period

Burcu Kapar, Ricardo Laborda and Jose Olmo
The Journal of Fixed Income Fall 2012, 22 (2) 31-43; DOI: https://doi.org/10.3905/jfi.2012.22.2.031
Burcu Kapar
is a lecturer in the Department of Economics, City University of London, in London, UK.
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  • For correspondence: burcu.kapar.1@city.ac.uk
Ricardo Laborda
is an associate professor at Centro Universitario de la Defensa de Zaragoza in Zaragoza, Spain.
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  • For correspondence: rlaborda@unizar.es
Jose Olmo
is an associate professor at Centro Universitario de la Defensa de Zaragoza in Zaragoza, Spain.
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  • For correspondence: jolmo@unizar.es
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Article Information

vol. 22 no. 2 31-43
DOI 
https://doi.org/10.3905/jfi.2012.22.2.031

Published By 
Pageant Media Ltd
Print ISSN 
1059-8596
Online ISSN 
2168-8648
History 
  • Published online September 30, 2012.

Copyright & Usage 
© 2012 Pageant Media Ltd

Author Information

  1. Burcu Kapar
    1. is a lecturer in the Department of Economics, City University of London, in London, UK. (burcu.kapar.1{at}city.ac.uk)
  2. Ricardo Laborda
    1. is an associate professor at Centro Universitario de la Defensa de Zaragoza in Zaragoza, Spain. (rlaborda{at}unizar.es)
  3. Jose Olmo
    1. is an associate professor at Centro Universitario de la Defensa de Zaragoza in Zaragoza, Spain. (jolmo{at}unizar.es)
  1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
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The Journal of Fixed Income: 22 (2)
The Journal of Fixed Income
Vol. 22, Issue 2
Fall 2012
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Long-Run Risk Dynamics, Instabilities, and Breaks on European Credit Markets over a Crisis Period
Burcu Kapar, Ricardo Laborda, Jose Olmo
The Journal of Fixed Income Sep 2012, 22 (2) 31-43; DOI: 10.3905/jfi.2012.22.2.031

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Long-Run Risk Dynamics, Instabilities, and Breaks on European Credit Markets over a Crisis Period
Burcu Kapar, Ricardo Laborda, Jose Olmo
The Journal of Fixed Income Sep 2012, 22 (2) 31-43; DOI: 10.3905/jfi.2012.22.2.031
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