Using the credit spread as an option-risk factor: Size and value effects in CAPM Conference Paper uri icon

published proceedings

  • Journal of Banking & Finance

author list (cited authors)

  • Hwang, Y., Min, H., McDonald, J. A., Kim, H., & Kim, B.

citation count

  • 11

complete list of authors

  • Hwang, Young-Soon||Min, Hong-Ghi||McDonald, Judith A||Kim, Hwagyun||Kim, Bong-Han

publication date

  • December 2010