ARTICLES - The Determinants of Credit Spread Changes
Year of publication: |
2001
|
---|---|
Authors: | Collin-Dufresne, Pierre ; Goldstein, Robert S. ; Martin, J.Spencer |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 56.2001, 6, p. 2177-2208
|
Saved in:
Saved in favorites
Similar items by person
-
Portfolio choice over the life-cycle when the stock and labor markets are cointegrated
Benzoni, Luca, (2007)
-
Is Credit Event Risk Priced? Modeling Contagion via the Updating of Beliefs.
Collin-Dufresne, Pierre, (2010)
-
Can standard preferences explain the prices of out-of-the-money S&P 500 put options?
Benzoni, Luca, (2011)
- More ...