Pricing default risk : the good, the bad, and the anomaly
Sara Ferreira Filipe, Theoharry Grammatikos, Dimitra Michala
| Year of publication: |
October 2016
|
|---|---|
| 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 | Kreditrisiko | Credit risk | Risiko | Risk | Insolvenz | Insolvency | CAPM | Optionspreistheorie | Option pricing theory | Risikoprämie | Risk premium | Länderrisiko | Country risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfs.2016.07.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011705288