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No. Panggil

JOF6906

The Cross-Section ofn Credit Risk Premia and Equity Returns

Friewald Nils - , Wagner Christian, Zechner Josef ...

The American Finance Asosiation ()

Ketersediaan

PSB lt.dasar - Pascasarjana

1/1

Kode	No. Panggil	Lokasi	Status
p27798	JOF6906	PSB lt.dasar - Pascasarjana

Artikel Jurnal

The Cross-Section ofn Credit Risk Premia and Equity Returns

Pengarang: Friewald Nils - ; Wagner Christian, Zechner Josef -

Deskripsi

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

Informasi Detail

Penerbit	The American Finance Asosiation
Subjek	Structural Framework for Credit Risk and Equity Re ; Using CDS to estimate Credit Risk Premia ;
ISBN/ISSN	221082