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Arbitrage Opportunities in CDS Term Structure: Theory and Implications for OTC Derivatives

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Figure

Table 1: # of Anomalies by Regions, Sectors, Currencies, Credit Ratings and Seniority Types
Figure 1: Geometric Interpretation for Arbitrage Condition - Theorem 1
Figure 2: The number of Anomalies across time
Figure 3: Anomaly Counts and Arbitrage Opportunity Strengths for Four Strategies
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