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On bounding credit-event risk premia
Bai, Jennie; Collin-Dufresne, Pierre; Goldstein, Robert S. - In: The review of financial studies 28 (2015) 9, pp. 2608-2642
Persistent link: https://www.econbiz.de/10011401287
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Asset pricing when "this time is different"
Collin-Dufresne, Pierre; Johannes, Michael; Lochstoer, … - In: The review of financial studies 30 (2017) 2, pp. 505-538
Persistent link: https://www.econbiz.de/10011746113