The 6 references without contexts in paper Christopher F Baum, Chi Wan (2009) “Macroeconomic Uncertainty and Credit Default Swap Spreads” / RePEc:boc:bocoec:724

2
Arshanapalli, B., d’Ouville, E., Fabozzi, F. and Switzer, L. (2006), ‘Macroeconomic news effects on conditional volatilities in the bond and stock markets’,Applied Financial Economics16, 377–384.
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4
College Department of Economics. http:// ideas.repec.org/c/boc/bocode/s422501.html.
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9
Bongaerts, D., de Jong, F. and Driessen, J. (2008), Liquidity and liquidity risk premia in the CDS market, Working paper series, University of Amsterdam.
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19
Actions, Working paper series.
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22
International Money and Finance24(8), 1200–1225.
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33
Paper Series 2259, The World Bank.
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