On the Relation Between the Credit Spread Puzzle and the Equity Premium Puzzle
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/22/9/3367/5453314/hhn078.pdf
Reference84 articles.
1. Risk premia and term premia in general equilibrium
2. Abel A. Equity Premia with Benchmark Levels of Consumption: Closed-Form Results. In: Mehra R. , editor. Handbook of the Equity Risk Premium. Amsterdam, The Netherlands: Elsevier; 2008. Chap. 4.
3. Does industry-wide distress affect defaulted firms? Evidence from creditor recoveries
4. Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy
5. The Risk-Adjusted Cost of Financial Distress
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