The behavior of the hazard rate in the Gaussian structural default model under asymmetric information
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References listed on IDEAS
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More about this item
Keywords
Corporate bond pricing; Incomplete information; Deferred filtration; Default intensity; Comparative statics;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CTA-2013-09-06 (Contract Theory and Applications)
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