The interaction between equity and credit risks

Equity and debt are two distinct classes of securities in terms of investing risks and potential return, but their value depends on the same underlying assets of the firm and therefore the risk-return tradeoff of each security should be systematically related. Following a review of the principal the...

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Bibliographic Details
Main Author: Demirovic, A.
Published: University of the West of England, Bristol 2013
Subjects:
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.582502