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

Physica A: Statistical Mechanics and Its Applications

The most recent

Luis Armando Galvis-Aponte, Adriana Marcela Rivera-Zárate
Daniel Herrera-Araujo, Jorge Florez-Acosta
Diego Fernando Cuesta-Mora, Fredy Alejandro Gamboa-Estrada, Camilo Eduardo Sánchez-Quinto