On bounding credit event risk premia
Year of publication: |
2012
|
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Authors: | Bai, Jennie ; Collin-Dufresne, Pierre ; Goldstein, Robert S. ; Helwege, Jean |
Publisher: |
New York, NY : Federal Reserve Bank of New York |
Series: | Staff Report ; 577 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 729336115 [GVK] hdl:10419/93645 [Handle] RePEc:fip:fednsr:577 [RePEc] |
Classification: | G12 - Asset Pricing ; G10 - General Financial Markets. General |
Source: |
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