Is the credit spread puzzle a myth?
Year of publication: |
2020
|
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Authors: | Bai, Jennie ; Goldstein, Robert S. ; Yang, Fan |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 137.2020, 2, p. 297-319
|
Subject: | Credit spread puzzle | Structural models | Tail risk | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | Unternehmensanleihe | Corporate bond | Schätzung | Estimation | Risikoprämie | Risk premium |
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