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Risikomanagement für Corporate Bonds : Modellierung von Spreadrisiken im Investment-Grade-Bereich
Wingenroth, Thorsten - 2004
Persistent link: https://www.econbiz.de/10001851056
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Credit risk and disaster risk
Gourio, François - 2011
Persistent link: https://www.econbiz.de/10008859067
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Credit risk and disaster risk
Gourio, François - 2012
recessions, is exposed to economic depressions, this paper embeds a trade-off theory of capital structure into a real business …
Persistent link: https://www.econbiz.de/10009670472
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Credit risk and disaster risk
Gourio, François - In: American economic journal : a journal of the American … 5 (2013) 3, pp. 1-34
Persistent link: https://www.econbiz.de/10009790557
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Credit Risk and Disaster Risk
Gourio, Francois - 2011
depression, this paper embeds a trade-off theory of capital structure into a real business cycle model with a small, time …
Persistent link: https://www.econbiz.de/10013125570
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Credit Risk and Disaster Risk
Gourio, Francois - 2012
recessions, is exposed to economic depressions, this paper embeds a trade-off theory of capital structure into a real business …
Persistent link: https://www.econbiz.de/10013097370
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Credit risk and disaster risk
Gourio, François - 2011
depression, this paper embeds a trade-off theory of capital structure into a real business cycle model with a small, time …
Persistent link: https://www.econbiz.de/10009129722
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Credit Risk and Disaster Risk
Gourio, Francois - 2011
depression, this paper embeds a trade-off theory of capital structure into a real business cycle model with a small, time …
Persistent link: https://www.econbiz.de/10012461632
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Downside risk and defaultable bond returns
Liang, Xinting; Yang, Baochen; Su, Yunpeng; An, Yunbi - In: Journal of management science and engineering 6 (2021) 1, pp. 99-110
This paper analyzes the influence of downside risk on defaultable bond returns. By introducing a defaultable bond-trading model, we show that the decline in market risk tolerance and information accuracy leads to trading loss under downside conditions. Our empirical analysis indicates that...
Persistent link: https://www.econbiz.de/10013206142
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Forecasting the equity risk premium : the role of technical indicators
Neely, Christopher J.; Rapach, David E.; Tu, Jun; Zhou, … - In: Management science : journal of the Institute for … 60 (2014) 7, pp. 1772-1791
Persistent link: https://www.econbiz.de/10010399441