Title:

Pricing Default Risk: The Good, the Bad, and the Anomaly

Authors:

Sara Ferreira Filipe (U Luxembourg)
Theoharry Grammatikos (U Luxembourg)
Dimitra Michala (U Luxembourg)

Journal:

Journal Of Financial Stability

Year:

2016

Volume:

26

Pages:

190-213

DOI:

10.1016/j.jfs.2016.07.001