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JOHN BEIRNE, GUGLIELMO MARIA CAPORALE and NICOLA SPAGNOLO LIQUIDITY RISK, CREDIT RISK AND THE OVERNIGHT INTEREST RATE SPREAD: A STOCHASTIC VOLATILITY MODELLING APPROACH* The Manchester School 81

Version of Record online: 27 SEP 2012 | DOI: 10.1111/j.1467-9957.2012.02330.x

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