The relationship between risk-neutral and actual default probabilities : the credit risk premium
Year of publication: |
Aug 2016
|
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Authors: | Heynderickx, W. ; Cariboni, J. ; Schoutens, W. ; Smits, B. |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 40/42, p. 4066-4081
|
Subject: | Risk-neutral | probability of default (PD) | credit risk premium | real economic value (REV) | coverage ratio | Theorie | Theory | Kreditrisiko | Credit risk | Risikoprämie | Risk premium |
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