Is default risk priced in Australian equity? : exploring the role of the business cycle
Year of publication: |
2011
|
---|---|
Authors: | Chan, Howard Wei-hong ; Faff, Robert W. ; Kofman, Paul |
Published in: |
Australian journal of management. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0312-8962, ZDB-ID 609380-2. - Vol. 36.2011, 2, p. 217-246
|
Subject: | CAPM | Konjunktur | Business cycle | Risikoprämie | Risk premium | Insolvenz | Insolvency | Schätzung | Estimation | Australien | Australia | 1975-2004 |
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