Time‐Varying Asset Volatility and the Credit Spread Puzzle
| Year of publication: |
2019
|
|---|---|
| Authors: | DU, DU ; ELKAMHI, REDOUANE ; ERICSSON, JAN |
| Published in: |
The Journal of Finance. - Wiley, ISSN 1540-6261, ZDB-ID 2010241-0. - Vol. 74.2019, 4 (09.04.), p. 1841-1885
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/jofi.12765 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012094272