SHORTER PAPERS - Do Credit Spreads Reflect Stationary Leverage Ratios?
Year of publication: |
2001
|
---|---|
Authors: | Collin-Dufresne, Pierre ; Goldstein, Robert S. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 56.2001, 5, p. 1929-1958
|
Saved in:
Saved in favorites
Similar items by person
-
Modeling credit contagion via the updating of fragile beliefs
Benzoni, Luca, (2012)
-
Can standard preferences explain the prices of out-of-the-money S&P 500 put options?
Benzoni, Luca, (2011)
-
Explaining asset pricing puzzles associated with the 1987 market crash
Benzoni, Luca, (2010)
- More ...