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Vespro, C.
Vespro, C.
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March 2018
Van Roy, P.
/
Ferrari, S.
/
Vespro, C.
Working Papers
Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium
Working Paper N° 338
May 2010
Annaert, J.
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De Ceuster, M.
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Van Roy, P.
/
Vespro, C.
Working Papers
What determines euro area bank CDS spreads ?
Working Paper N° 190