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Pricing default risk: The good, the bad, and the anomaly · Study

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ArticlePricing default risk: The good, the bad, and the anomaly

Sara Ferreira Filipe2016

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Articlegreen2016

Pricing default risk: The good, the bad, and the anomaly

Sara Ferreira Filipe · Theoharry Grammatikos · Dimitra Michala

16 citations·0/0 files stored·Journal of Financial Stability

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Credit Risk and Financial Regulations Financial Markets and Investment Strategies Financial Distress and Bankruptcy Prediction

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References

1973The Pricing of Options and Corporate Liabilities 1992The Cross-Section of Expected Stock Returns 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY 1973Risk, Return, and Equilibrium: Empirical Tests 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*1996Multifactor Explanations of Asset Pricing Anomalies 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy 1981The relationship between return and market value of common stocks

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Year2016

Typearticle

Published2016-07-26

VenueJournal of Financial Stability

ISSN-L1572-3089

Languageen

Citations16

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.1016/j.jfs.2016.07.001

openalex_workW3023091667

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