Credit Risk-Return Puzzle: Asian Countries Representative
This research investigates the presence of Credit Risk-Return Puzzle on Indonesia, China, Japan and Singapore, by analyzing the relationship between credit risk and stock return with the utilization of credit ratings from Moody’s to represent credit risk. The data comprises of monthly...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Faculty of Economics, Universitas Negeri Malang
2017-09-01
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| Series: | JABE (Journal of Accounting and Business Education) |
| Online Access: | http://journal.um.ac.id/index.php/jabe/article/view/9747 |