What can we learn about credit risk from debt valuation adjustments?
Wen Lin, Argyro Panaretou, Grzegorz Pawlina, Catherine Shakespeare
| Year of publication: |
2023
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|---|---|
| Authors: | Lin, Wen ; Panaretou, Argyro ; Pawlina, Grzegorz ; Shakespeare, Catherine |
| Published in: |
Review of accounting studies. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1573-7136, ZDB-ID 2004326-0. - Vol. 28.2023, 4, p. 2556-2588
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| Subject: | Credit risk | Debt valuation adjustments | Fair value option | Financial liabilities | Kreditrisiko | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Fair-Value-Bilanzierung | Fair value accounting | Verbindlichkeiten | Corporate debt |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11142-022-09705-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015127430