Is there a distress risk anomaly? : corporate bond spread as a proxy for default risk
Year of publication: |
2010
|
---|---|
Authors: | Anginer, Deniz ; Yıldızhan, Çelim |
Publisher: |
Washington, DC : World Bank, Development Research Group, Finance and Private Sector Development Team |
Subject: | Kapitalmarkttheorie | Financial economics | Unternehmensanleihe | Corporate bond | Kreditderivat | Credit derivative | CAPM |
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