Price of Risk; Recent Evidence From Large Financials
Year of publication: |
2010-08-01
|
---|---|
Authors: | Singh, Manmohan ; Youssef, Karim |
Institutions: | International Monetary Fund (IMF) |
Subject: | Credit risk | Financial institutions | International banking | probabilities | probability | bond | bonds | equity markets | bondholders | bond prices | equity market | equations | equation | asset recovery | equity valuation | stock options | stock price | stock market | probability models | financial markets | time series | international financial markets | financial market | correlation | bond market | standard deviations | cash bonds | bond markets | stock prices | predictions | risk-free interest rate | normal distribution | international finance |
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