Pricing default risk : the good, the bad, and the anomaly
Year of publication: |
October 2016
|
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Authors: | Filipe, Sara Ferreira ; Grammatikos, Theoharry ; Michala, Dimitra |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 26.2016, p. 190-213
|
Subject: | Default risk | Merton model | Default anomaly | Idiosyncratic risk | Finanzdienstleistung | Financial services | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Risikoprämie | Risk premium | CAPM | Risiko | Risk | Optionspreistheorie | Option pricing theory |
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