🔒 Faculti is currently in Beta Mode – with interactions disabled, but it won't be for long—thanks for your patience!
Systematic Default and Return Predictability in the Stock and Bond Markets
Shaojun Zhang
Ohio State University

The threat of default can have a significant impact on asset prices. Shaojun Zhang discusses a structural model-based measure of systematic default, which measures the joint probability of many firms defaulting at the same time.

Transcript

Topic Overview

Try PhD level

Ask Faculti AI: Explore the transcript or get definitions

Loading...

Related Videos

Curtin University

Investor decision making within retirement savings schemes

Robert Durand
Systematic Default and Return Predictability in the Stock and Bond Markets