Yanhui Zhu

Cardiff University - Cardiff Business School - Economics Section

Cardiff CF10 3EU

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

162

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (2)

The Credit Risk Premium in a Disaster-Prone World

Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 21 Posted: 13 Oct 2008
Laurence Copeland and Yanhui Zhu
Cardiff University - Cardiff Business School and Cardiff University - Cardiff Business School - Economics Section
Downloads 80 (345,104)

Abstract:

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equity risk premium, default risk, credit spread, leverage, corporate debt

2.

Rare Disasters and the Equity Premium in a Two-Country World

Number of pages: 20 Posted: 05 Mar 2007
Laurence Copeland and Yanhui Zhu
Cardiff University - Cardiff Business School and Cardiff University - Cardiff Business School - Economics Section
Downloads 82 (336,877)
Citation 5

Abstract:

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equity risk premium, default risk, international diversification