A no-arbitrage analysis of macroeconomic determinants of the credit spread term structure
Liuren Wu; Frank Xiaoling Zhang
| Year of publication: |
2008
|
|---|---|
| Authors: | Wu, Liuren ; Zhang, Frank Xiaoling |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 54.2008, 6, p. 1160-1175
|
| Subject: | Zinsstruktur | Yield curve | Kredit | Credit | Kreditwürdigkeit | Credit rating | Kapitalstruktur | Capital structure | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003737491