A two-factor hazard rate model for pricing risky debt and the term structure of credit spreads
Year of publication: |
2000
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Authors: | Madan, Dilip B. ; Unal, Haluk |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 35.2000, 1, p. 43-65
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Subject: | CAPM | Kapitalstruktur | Capital structure | Kredit | Credit | Zinsstruktur | Yield curve | Theorie | Theory |
Extent: | Graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Journal of financial and quantitative analysis |
Source: | ECONIS - Online Catalogue of the ZBW |
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