Lucie Y. Lu

University of Melbourne, Faculty of Business and Economics

Senior Lecturer of Finance

198 Berkeley Street

Parkville, Victoria 3053

Australia

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Scholarly Papers (1)

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Default Risk Linkages in a Structural Credit Model

Number of pages: 74 Posted: 05 May 2021 Last Revised: 14 Nov 2023
McGill University, UNSW Business School, University of Melbourne, Faculty of Business and Economics and University of Technology Sydney (UTS) - UTS Business School
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Abstract:

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Credit Risk, Structural Models, Asset Prices, Leverage, Volatility, Spillovers