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Credit Enhancement and Loan Default Risk Premiums

✍ Scribed by Chuang-Chang Chang; Van Son Lai; Min-Teh Yu

Book ID: 118091010
Publisher: Wiley (John Wiley & Sons)
Year: 2009
Tongue: English
Weight: 863 KB
Volume: 19
Category: Article
ISSN: 0825-0383
DOI: 10.1111/j.1936-4490.2002.tb00274.x

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## Abstract Various economic theories are available to explain the existence of credit and default cycles. There remains empirical ambiguity, however, as to whether these cycles coincide. Recent papers suggest by their empirical research set‐up that they do, or at least that defaults and credit spr