The market price of credit risk and economic states
Year of publication: |
May 2016
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Authors: | Grobys, Klaus ; Haga, Jesper |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 50.2016, 3, p. 1111-1134
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Subject: | Asset pricing | Credit rating | Credit risk | Economic states | Business cycle | Market price of credit risk | Konjunktur | Kreditmarkt | Credit market | Kreditwürdigkeit | Kreditrisiko | USA | United States | Theorie | Theory | Risikoprämie | Risk premium |
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