Market-Implied Risk-Neutral Probabilities, Actual Probabilities, Credit Risk and News

Market-Implied Risk-Neutral Probabilities, Actual Probabilities, Credit Risk and News

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Bibliographic Details
Main Author: Shashidhar Murthy
Format: Article
Language:English
Published: Elsevier 2011-09-01
Series:IIMB Management Review
Online Access:http://www.sciencedirect.com/science/article/pii/S0970389611000711
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spelling doaj-a76f8c4e9f724e0d9b81723f9da7b5cf2020-11-25T02:27:44ZengElsevierIIMB Management Review0970-38962011-09-0123312810.1016/j.iimb.2011.06.011Market-Implied Risk-Neutral Probabilities, Actual Probabilities, Credit Risk and NewsShashidhar Murthyhttp://www.sciencedirect.com/science/article/pii/S0970389611000711
collection DOAJ
language English
format Article
sources DOAJ
author Shashidhar Murthy
spellingShingle Shashidhar Murthy
Market-Implied Risk-Neutral Probabilities, Actual Probabilities, Credit Risk and News
IIMB Management Review
author_facet Shashidhar Murthy
author_sort Shashidhar Murthy
title Market-Implied Risk-Neutral Probabilities, Actual Probabilities, Credit Risk and News
title_short Market-Implied Risk-Neutral Probabilities, Actual Probabilities, Credit Risk and News
title_full Market-Implied Risk-Neutral Probabilities, Actual Probabilities, Credit Risk and News
title_fullStr Market-Implied Risk-Neutral Probabilities, Actual Probabilities, Credit Risk and News
title_full_unstemmed Market-Implied Risk-Neutral Probabilities, Actual Probabilities, Credit Risk and News
title_sort market-implied risk-neutral probabilities, actual probabilities, credit risk and news
publisher Elsevier
series IIMB Management Review
issn 0970-3896
publishDate 2011-09-01
url http://www.sciencedirect.com/science/article/pii/S0970389611000711
work_keys_str_mv AT shashidharmurthy marketimpliedriskneutralprobabilitiesactualprobabilitiescreditriskandnews
_version_ 1724841062002851840

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