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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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Modeling credit contagion via the updating of fragile beliefs
Benzoni, Luca; Colin-Dufresne, Pierre; Goldstein, Robert S. - In: The review of financial studies 28 (2015) 7, pp. 1960-2008
Persistent link: https://www.econbiz.de/10011376098