Default risk, macroeconomic conditions, and the market skewness risk premium
Zhongxiang Xu, Xiafei Li, Thanaset Chevapatrakul, Ning Gao
| Year of publication: |
2022
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|---|---|
| Authors: | Xu, Zhongxiang ; Li, Xiafei ; Chevapatrakul, Thanaset ; Gao, Ning |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 127.2022, p. 1-17
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| Subject: | Asset pricing | Default risk | Macroeconomic conditions | Market skewness risk premium | Positive skewness preference | State-dependent risk aversion | Risikoprämie | Risk premium | Theorie | Theory | CAPM | Kreditrisiko | Credit risk | Risiko | Risk | Risikoaversion | Risk aversion |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2022.102683 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013435659