Default risk premium and asset prices
Year of publication: |
2022
|
---|---|
Authors: | Corvino, Raffaele ; Fusai, Gianluca |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 60.2022, p. 1-19
|
Subject: | Assets value | Business cycle | Default risk | Risk premium | Structural model | Risikoprämie | Kreditrisiko | Credit risk | CAPM | Theorie | Theory | Insolvenz | Insolvency | Schock | Shock | Konjunktur |
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