Explaining the default risk anomaly by the two-beta model
Year of publication: |
January 2015
|
---|---|
Authors: | Yeh, Chung-Ying ; Hsu, Junming ; Wang, Kai-Li ; Lin, Che-Hui |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 30.2015, p. 16-33
|
Subject: | Default risk | Cash-flow beta | Discount-rate beta | Financial constraints | Kreditrisiko | Credit risk | CAPM | Theorie | Theory | Betafaktor | Beta risk | Insolvenz | Insolvency | Risikoprämie | Risk premium | Schätzung | Estimation |
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