In Search of Distress Risk

60 Pages Posted: 8 Jun 2016

See all articles by John Y. Campbell

John Y. Campbell

Harvard University - Department of Economics; National Bureau of Economic Research (NBER)

Jens Hilscher

University of California, Davis

Jan Szilagyi

Duquesne Capital Management LLC

Multiple version iconThere are 3 versions of this paper

Date Written: 2005

Abstract

This paper explores the determinants of corporate failure and the pricing of financially

Suggested Citation

Campbell, John Y. and Hilscher, Jens and Szilagyi, Jan, In Search of Distress Risk (2005). Bundesbank Series 1 Discussion Paper No. 2005,27. Available at SSRN: https://ssrn.com/abstract=2785210

John Y. Campbell (Contact Author)

Harvard University - Department of Economics ( email )

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HOME PAGE: http://scholar.harvard.edu/campbell

National Bureau of Economic Research (NBER)

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Cambridge, MA 02138
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Jens Hilscher

University of California, Davis ( email )

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Davis, CA 95616
United States

Jan Szilagyi

Duquesne Capital Management LLC ( email )

40 West 57th Street, 25th Floor
New York, NY 10024
United States

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