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The Cross-Section ofn Credit Risk Premia and Equity Returns
we explore the link between a firms stock returns and credit risk using a simple insight from structural models following Merton (1974): risk premia on equity and credit instrunebrs are related because all claims on assets must earn the same compensation per unit of risk. .Printed Journal
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| JOF6906 | PSB lt.dasar - Pascasarjana | 1 |
| Penerbit | : The American Finance Asosiation |
|---|---|
| Edisi | - |
| Subjek | Structural Framework for Credit Risk and Equity Re Using CDS to estimate Credit Risk Premia |
| ISBN/ISSN | 221082 |
| Klasifikasi | - |
| Deskripsi Fisik | - |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |