Asset prices and default-free term structure in an equilibrium model of default
Year of publication: |
2005
|
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Authors: | Chang, Ganlin ; Sundaresan, Suresh M. |
Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 78.2005, 3, p. 997-1021
|
Subject: | CAPM | Zinsstruktur | Yield curve | Insolvenz | Insolvency | Risikoaversion | Risk aversion | Theorie | Theory |
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