Default Risk and Equity Returns: Evidence from the Taiwan Equities Market
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Volume (Year): 19 (2012)
Issue (Month): 2 (May)
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Web page: http://www.jafee.gr.jp/
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References listed on IDEAS
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- Maria Vassalou & Yuhang Xing, 2004. "Default Risk in Equity Returns," Journal of Finance, American Finance Association, vol. 59(2), pages 831-868, 04.
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- Kanak Patel & Ricardo Pereira, 2007. "Expected Default Probabilities in Structural Models: Empirical Evidence," The Journal of Real Estate Finance and Economics, Springer, vol. 34(1), pages 107-133, January.
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