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Kapitaleinkommen
Merton model
70
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28
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2
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1
Merton
model
's prediction and empirical evidence on bond and equity prices reaction to new bond issues
Chen, Fan
- In:
Applied economics
54
(
2022
)
9
,
pp. 974-995
Persistent link: https://www.econbiz.de/10012874920
Saved in:
2
Valuation of European firms during the Russia-Ukraine war
Bougias, Alexandros
;
Episcopos, Athanasios
;
Leledakis, …
- In:
Economics letters
218
(
2022
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013466502
Saved in:
3
Tail dependence of financial stocks and CDS markets : evidence using copula methods and simulation-based inference
Silva, Paulo Pereira da
;
Rebelo, Paulo Tomaz
;
Afonso, …
-
2013
Using copula methods and simulation-based inference the authors address the association between the performance of the stocks of European banks and the CDS markets. Their analysis has three purposes: (i) analysing the dependence structure of the markets when extreme events occur; (ii) checking...
Persistent link: https://www.econbiz.de/10010187546
Saved in:
4
Glamour, value and anchoring on the changing P/E
Anderson, Keith
;
Zastawniak, Tomasz
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 375-406
Persistent link: https://www.econbiz.de/10011736268
Saved in:
5
Default Risk in Stochastic Volatility Models
Gersbach, Hans
;
Surulescu, Nicolae
-
2010
probabilities than the corresponding
Merton
model
if a firm’s credit quality is not too low. Otherwise the stochastic volatility …
Persistent link: https://www.econbiz.de/10011753195
Saved in:
6
Default risk in stochastic volatility models
Gersbach, Hans
;
Surulescu, Nicolae Mircea
-
2010
-
This version: June 2010
probabilities than the corresponding
Merton
model
if a firm’s credit quality is not too low. Otherwise the stochastic volatility …
Persistent link: https://www.econbiz.de/10008748331
Saved in:
7
Default risk, liquidity risk, and equity returns : evidence from the Taiwan market
Chen, Che-min
;
Lee, Han-hsing
- In:
Emerging markets finance & trade : a journal of the …
49
(
2013
)
1
,
pp. 101-129
Persistent link: https://www.econbiz.de/10009742903
Saved in:
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