@article{uncoveringthemesoscalestructureofthe,
  title = {Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling},
  author = {Ioannis Anagnostou and Tiziano Squartini and Drona Kandhai and Diego Garlaschelli},
  year = {2020},
  eprint = {2006.03014},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2006.03014v2},
}