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JEL Classification C4
"Econometric and Statistical Methods: Special Topics"

These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the C4 classification.     (sorted by date)

Aggregate and Firm-level Measures of Systemic Risk from a Structural Model of Default
by Alexander Reyngold of Moody's Analytics,
Shnyra Ksenia of Moody's Analytics, and
Roger Stein of MIT Laboratory for Financial Engineering
(1620K PDF) -- 35 pages -- June 13, 2013

The Dynamics of Corporate Credit Spreads
by Fred Joutz of George Washington University,
Sattar A. Mansi of Texas Tech University, and
William F. Maxwell of Texas Tech University
(147K PDF) -- 40 pages -- October 2001

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