Does market risk predict credit risk? : an analysis of firm risk sensitivity, evidence from South Korea
Hyoung-joo Lim and Dafydd Mali
| 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 | Marktrisiko | Risikomanagement | Risk management | Börsenkurs | Share price | Schätzung | Estimation | Theorie | Theory | Risikoprämie | Risk premium | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/16081625.2016.1268060 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011986366