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Volume 5 Number 1 June 2015 The Review of Asset Pricing Studies 1 Price-Dividend Ratio Factor Proxies for Long-Run Risks Ravi Jagannathan and Srikant Marakani 48 A Credit Spread Puzzle for Reduced-Form Models Antje Berndt 92 Internationally Correlated Jumps Kuntara Pukthuanthong and Richard Roll 112 Inferring Correlations of Asset Values and Distances-to-Default from CDS Spreads: A Structural Model Approach Chanatip Kitwiwattanachai and Neil D. Pearson
The Review of Asset Pricing Studies – Oxford University Press
Published: Jun 29, 2015
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