Time-varying ambiguity, credit spreads, and the levered equity premium
Year of publication: |
2019
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Authors: | Shi, Zhan |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 134.2019, 3, p. 617-646
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Subject: | Ambiguity | Credit spreads | Equity premium | Theorie | Theory | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | CAPM | Unternehmensanleihe | Corporate bond | Kapitalstruktur | Capital structure | Entscheidung unter Unsicherheit | Decision under uncertainty |
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