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What explains default risk premium during the financial crisis? Evidence from Japan · Study

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ArticleWhat explains default risk premium during the financial crisis? Evidence from Japan

Nader Naifar2010

Article2010

What explains default risk premium during the financial crisis? Evidence from Japan

22 citations·0/0 files stored·Journal of Economics and Business

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Credit Risk and Financial Regulations Global Financial Crisis and Policies Financial Risk and Volatility Modeling

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References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 2009Bank lending during the financial crisis of 2008 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS

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Year2010

Typearticle

Published2010-09-30

VenueJournal of Economics and Business

ISSN-L0148-6195

Languageen

Citations22

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.1016/j.jeconbus.2010.09.003

openalex_workW2154384701

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