On the information content of credit ratings and market-based measures of default risk
Year of publication: |
2022
|
---|---|
Authors: | Gredil, Oleg R. ; Kapadia, Nishad ; Lee, Jung H. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 146.2022, 1, p. 172-204
|
Subject: | Credit Default Swaps | Credit ratings | Default probability | Term strucutre of default risk | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Kreditderivat | Credit derivative | Insolvenz | Insolvency | Schätzung | Estimation |
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