Realdon, Marco (contributor) - 2007
, "Is Default Event Risk Priced in Corporate Bonds?",
Review of Financial Studies 18, n.1, 165-195.
[10] Du� e D. and Kan R … Economics and Related Studies
University of York
Heslington
York, YO10 5DD
No. 2007/26
An Extended Structural Credit … default barrier, or "unexpected", if triggered by a Poisson-type event. The
model of this paper extends this insight to the …