On the relation between the credit spread puzzle and the equity premium puzzle
Year of publication: |
2009
|
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Authors: | Chen, Long ; Collin-Dufresne, Pierre ; Goldstein, Robert S. |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 22.2009, 9, p. 3367-3409
|
Subject: | Zinsstruktur | Yield curve | Kredit | Credit | Equity-Premium-Puzzle | Equity premium puzzle | Unternehmensanleihe | Corporate bond | USA | United States | 1919-2001 |
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