Bond Prices, Default Probabilities and Risk Premiums

By John C. Hull, Mirela Predescu, A. White. 2005

163 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/9d693508d365b9fcea408c30f06927ec8534b698

Citations in the corpus

• On the Relation between the Credit Spread Puzzle and the Equity Premium Puzzle (2009, unknown): “See, for example, Grinblatt (1995), Collin-Dufresne and Solnik (2001), Longstaff (2004), Hull, Predescu, and White (2005), Blanco, Brennan, and Marsh (2005), and Feldhutter and Lando (2008).”