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credit rating, credit risk, default probability, forecast accuracy, systematic default risk
contingent capital, executive compensation, risk taking, banking regulation, bank default probability, financial crisis
Momentum, Past Returns, Volatility, Stock-Level Characteristics, Double Sorts
sovereign spreads, credit risk, bond pricing, terms of trade, default probabilities
CDS, market segmentation, inattention
inflation derivatives, inflation targeting, target zones, option pricing
shareholder-creditor conflicts, acquisitions, board of directors, bankers on boards, corporate governance, credit market reaction
corporate bond spreads, Merton model, implied volatility, equity volatility, bond pricing
inflation options, maturity of government debt, copulas, required reserves
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP10078.
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copulas, inflation options, maturity of government debt, required reserves
regulation; financial institutions; executive compensation; risk taking; financial crises
financial distress, distress risk, corporate failure, performance of distressed stocks
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