Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model
| Year of publication: |
2013
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|---|---|
| Authors: | Cremers, K.J. Martijn ; Driessen, Joost ; Maenhout, Pascal |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 21.2013, 5 (8.5.), p. 2209-2208
|