Open AccessIs Credit Event Risk Priced? Modeling Contagion via the Updating of Beliefs.
Author(s) -
Pierre CollinDufresne,
Robert S. Goldstein,
Jean Helwege
Publication year - 2010
Language(s) - English
Resource type - Reports
DOI - 10.3386/w15733
Subject(s) - event (particle physics) , credit risk , econometrics , event study , business , financial economics , computer science , economics , actuarial science , monetary economics , geology , paleontology , physics , quantum mechanics , context (archaeology)