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Review of asset pricing studies
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Inferring correlations of asset values and distances-to-default from CDS spreads : a structural model approach
Kitwiwattanachai, Chanatip
;
Pearson, Neil D.
- In:
Review of asset pricing studies
5
(
2015
)
1
,
pp. 112-154
Persistent link: https://www.econbiz.de/10011318432
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Aggregate tail risk and expected returns
Chapman, David A.
;
Gallmeyer, Michael F.
;
Martin, J. Spencer
- In:
Review of asset pricing studies
8
(
2018
)
1
,
pp. 36-76
Persistent link: https://www.econbiz.de/10012001536
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