London NW1 4SA
London Business School - Institute of Finance and Accounting
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Credit risk, structural models, hedge ratios, credit spreads
market liquidity, funding liquidity, excess co-movement, inventory risk, financial crises
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP6619.
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excess co-movement, financial crises, funding liquidity, inventory risk, market liquidity
financial markets, macroeconomy, corporate defaults, bank lending, collateral, business cycles
Bank portfolio management, Capital requirements
Credit spread puzzle, Merton model, Structural models, Corporate bond spreads, Realized default frequencies
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: ecno.
This is a Now Publishers (01/14-3995) paper. Now Publishers (01/14-3995) charges $39.95 .
File name: SSRN-id2013369.
efficient market hypothesis, CAPM, APT, arbitrage
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