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Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics

Stavroula Yfanti, Menelaos Karanasos, Constantin Zopounidis, Apostolos G. Christopoulos. Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. European Journal of Operational Research, 304(2):813-831, 2023. [doi]

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