The Market Risk Premium for Unsecured Consumer Credit Risk
收藏NBER2020-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w28029
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资源简介：
We use the prices of credit card asset-backed securities to study the market risk premium associated with unsecured consumer credit risk. The consumer credit risk premium has historically been comparable to high yield corporate bond spreads, but has increased dramatically since the financial crisis.
提供机构：
美国国家经济研究局
创建时间：
2020-11-01
