Ambiguity, volatility, and credit risk
Patrick Augustin, Yehuda Izhakian
| Year of publication: |
2020
|
|---|---|
| Authors: | Augustin, Patrick ; Izhakian, Yehuda |
| Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 33.2020, 4, p. 1618-1672
|
| Subject: | Kreditderivat | Credit derivative | CAPM | Risikopräferenz | Risk attitude | Kreditrisiko | Credit risk | USA | United States | 2001-2014 |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rfs/hhz082 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012198439