Asset Prices and Default-Free Term Structure in an Equilibrium Model of Default
We present an equilibrium framework in which asset prices, default-free term structure and default premia are determined simultaneously.
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|Date of creation:||1999|
|Contact details of provider:|| Postal: U.S.A.; COLUMBIA UNIVERSITY, GRADUATE SCHOOL OF BUSINESS, PAINE WEBBER , New York, NY 10027 U.S.A|
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