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The impact of collateralized debt obligation arbitrage on tranching and financial leverage of structured finance securities

The journal of risk, 2013-10, Vol.16 (1), p.3-33 [Peer Reviewed Journal]

Copyright Incisive Media Plc Fall 2013 ;ISSN: 1465-1211 ;EISSN: 1755-2842 ;DOI: 10.21314/JOR.2013.267

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