On the information content of credit ratings and market-based measures of default risk
Oleg R. Gredil, Nishad Kapadia, Jung Hoon Lee
| Year of publication: |
2022
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|---|---|
| Authors: | Gredil, Oleg R. ; Kapadia, Nishad ; Lee, Jung H. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 146.2022, 1, p. 172-204
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| Subject: | Credit Default Swaps | Credit ratings | Default probability | Term strucutre of default risk | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Kreditderivat | Credit derivative | Finanzdienstleistung | Financial services | Insolvenz | Insolvency | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2022.07.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013482171