An endogenous structural credit risk model incorporating with moral hazard and rollover risk
Huawei Niu, Wei Hua
| Year of publication: |
2019
|
|---|---|
| Authors: | Niu, Huawei ; Hua, Wei |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 78.2019, p. 47-59
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| Subject: | Credit risk | Credit spread puzzle | Moral hazard | Rollover risk | Kreditrisiko | Moral Hazard | Theorie | Theory | Zinsstruktur | Yield curve | Risikomodell | Risk model | Risikomanagement | Risk management | Unternehmensanleihe | Corporate bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2018.09.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012198835