Browse "RIMS Collection" by Subject YIELD SPREADS

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

Hwang, Young-Soon; Min, Hong Ghi; McDonald, Judith A.; Kim, Hwagyun; Kim, Bong-Han, JOURNAL OF BANKING FINANCE, v.34, pp.2995 - 3009, 2010-12

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