Corporate Credit Risk Premia
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We measure credit risk premia - prices for bearing corporate default risk in excess of expected default losses - using Markit CDS and Moodys Analytics EDF data. We find dramatic variation over time in credit risk premia, with peaks in 2002, during the global financial crisis of 2008-09, and in the
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美国国家经济研究局创建时间：
2018-01-01
