Yanhui Zhu

University of the West of England

Lecturer

Coldharbour Lane

Bristol

United Kingdom

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Scholarly Papers (1)

The Credit Risk Premium in a Disaster-Prone World

Number of pages: 37 Posted: 16 Feb 2009
Yanhui Zhu and Laurence Copeland
University of the West of England and Cardiff University - Cardiff Business School
Downloads 40 (484,988)

Abstract:

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