On bounding credit event risk premia
Year of publication: |
2012
|
---|---|
Authors: | Bai, Jennie ; Collin-Dufresne, Pierre ; Goldstein, Robert S. ; Helwege, Jean |
Publisher: |
New York, NY : Federal Reserve Bank of New York |
Series: | Staff Report ; 577 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 729336115 [GVK] hdl:10419/93645 [Handle] RePEc:fip:fednsr:577 [RePEc] |
Classification: | G12 - Asset Pricing ; G10 - General Financial Markets. General |
Source: |
-
Market Volatility and Feedback Effects from Dynamic Hedging
Frey, RĂ¼diger, (1995)
-
Testing for Concordance Ordering
Cebrian, Ana C., (2002)
-
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds
Campbell, John Y., (2009)
- More ...
-
On bounding credit event risk premia
Bai, Jennie, (2012)
-
On bounding credit-event risk premia
Bai, Jennie, (2015)
-
On bounding credit event risk premia
Bai, Jennie, (2012)
- More ...