IS CREDIT EVENT RISK PRICED? MODELING CONTAGION VIA THE UPDATING OF BELIEFS.
| Year of publication: |
2010
|
|---|---|
| Authors: | Collin-Dufresne, Pierre ; Goldstein, Robert S ; Helwege, Jean |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2010, 15733
|