Does market risk predict credit risk? : an analysis of firm risk sensitivity, evidence from South Korea
Year of publication: |
2018
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Authors: | Lim, Hyoungjoo ; Mali, Dafydd |
Published in: |
Asia-Pacific journal of accounting & economics : APJAE. - Abingdon : Taylor & Francis, ISSN 1608-1625, ZDB-ID 2193203-7. - Vol. 25.2018, 1/2, p. 235-252
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Subject: | Market risk | stock return volatility | credit risk | credit ratings | investment grade | Kreditrisiko | Credit risk | Südkorea | South Korea | Volatilität | Volatility | Kreditwürdigkeit | Credit rating | Kapitaleinkommen | Capital income | Risiko | Risk | Risikomanagement | Risk management | Schätzung | Estimation | Risikomaß | Risk measure |
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