Determinants of short-term corporate yield spreads : evidence from the commercial paper market
Jing-Zhi Huang, Bibo Liu, and Zhan Shi
| Year of publication: |
2023
|
|---|---|
| Authors: | Huang, Jing-Zhi ; Liu, Bibo ; Shi, Zhan |
| Subject: | Commercial paper | Corporate yield spreads | Corporate debt illiquidity | Jump risk | Credit spread puzzle | Structural credit risk models | Kreditrisiko | Credit risk | Zinsstruktur | Yield curve | Unternehmensanleihe | Corporate bond | Commercial Paper | Kreditderivat | Credit derivative | Kapitalstruktur | Capital structure | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rof/rfac030 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014317896