Systematic default and return predictability in the stock and bond markets
Year of publication: |
2023
|
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Authors: | Bao, Jack ; Hou, Kewei ; Zhang, Shaojun |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 149.2023, 3, p. 349-377
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Subject: | Systematic risk | Structural model | Joint default | Predictability | Stock returns | Bond returns | Schätzung | Estimation | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Rentenmarkt | Bond market | CAPM | Kreditrisiko | Credit risk | Börsenkurs | Share price |
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