What Drives Corporate Bond Risk Premia? Evidence from the CDS Market
Year of publication: |
2017
|
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Authors: | Diaz, Antonio |
Other Persons: | Groba, Jonatan (contributor) ; Serrano, Pedro (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Risikoprämie | Risk premium | Unternehmensanleihe | Corporate bond | Kreditderivat | Credit derivative | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | Welt | World | Kapitaleinkommen | Capital income |
Description of contents: | Abstract [papers.ssrn.com] ; Abstract [doi.org] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of International Money and Finance, Vol. 37, 2013 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 1, 2013 erstellt Volltext nicht verfügbar |
Other identifiers: | 10.2139/ssrn.1787316 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G32 - Financing Policy; Capital and Ownership Structure ; F30 - International Finance. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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