Split ratings and the pricing of credit risk
Year of publication: |
1997
|
---|---|
Authors: | Cantor, Richard |
Other Persons: | Packer, Frank (contributor) ; Cole, Kevin (contributor) |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 7.1997, 3, p. 72-82
|
Subject: | Anleihe | Bond | CAPM | Kreditrisiko | Credit risk | Theorie | Theory |
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