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An Examination of the Determinants of Optimal Corporate Credit Hegde: Perspectives from Firms Listed in DJIA30 and Nasdaq100

Raising number of corporate defaults could threaten the financial stability, thus modelling credit risk is a key ingredient of financial stability analysis. This paper tries to answer a specific question regarding the drivers of this risk: idiosyncratic risk (industry-specific or firm-specific) and/...

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Bibliographic Details
Main Author: Rofael, Dina
Format: Thesis
Published: AUC Knowledge Fountain 2021
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