Linking credit risk premia to the equity premium
Year of publication: |
2008
|
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Authors: | Berg, Tobias ; Kaserer, Christoph |
Publisher: |
München : Technische Universität München, Center for Entrepreneurial and Financial Studies (CEFS) |
Subject: | Kreditversicherung | Kreditrisiko | Risikoprämie | Capital Asset Pricing Model | equity premium | credit risk premium | credit risk | structural models of default |
Series: | Working Paper ; 2008-01 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 577540300 [GVK] hdl:10419/48436 [Handle] RePEc:zbw:cefswp:200801 [RePEc] |
Source: |
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