Showing 91 - 100 of 119
Persistent link: https://www.econbiz.de/10011990801
Persistent link: https://www.econbiz.de/10011969959
Persistent link: https://www.econbiz.de/10012012583
Persistent link: https://www.econbiz.de/10011875686
Persistent link: https://www.econbiz.de/10012117665
Persistent link: https://www.econbiz.de/10011792943
Persistent link: https://www.econbiz.de/10011795143
Persistent link: https://www.econbiz.de/10011760423
Persistent link: https://www.econbiz.de/10011786686
We measure credit risk premia---prices for bearing corporate default risk in excess of expected default losses---using Markit CDS and Moody's Analytics EDF data. We find dramatic variation over time in credit risk premia, with peaks in 2002, during the global financial crisis of 2008-09, and in...
Persistent link: https://www.econbiz.de/10011873159