A quantitative analysis of risk premia in the corporate bond market
Year of publication: |
2020
|
---|---|
Authors: | Cecchetti, Sara |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 13.2020, 1, p. 1-33
|
Publisher: |
Basel : MDPI |
Subject: | bond excess return | credit default swap | distress risk premium | expected default frequency | jump-at-default risk premium |
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