Studying Chinas credit market using a structural default model that integrates credit risk, liquidity, and bailout, we document improved price discovery and deepening divide between state-owned enterp

NBER2019-12-01 更新120

Replication data for: Credit Risk and Disaster Risk

信用风险定价

宏观经济波动

Credit spreads are large, volatile, and countercyclical, and recent empirical work suggests that risk premia, not expected credit losses, are responsible for these features. Building on the idea that

ICPSR2013-01-01 更新90

A Credit-Based Theory of the Currency Risk Premium

货币风险溢价

信用风险模型

Codes to reproduce results in the "A Credit-Based Theory of the Currency Risk Premium" published paper.

Mendeley Data70