How much of the corporate-treasury yield spread is due to credit risk?
Year of publication: |
2012
|
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Authors: | Huang, Jing-Zhi ; Huang, Ming |
Published in: |
Review of asset pricing studies. - Cary, NC : Oxford Univ. Press, ISSN 2045-9920, ZDB-ID 2581398-5. - Vol. 2.2012, 2, p. 153-202
|
Subject: | Kreditrisiko | Credit risk | Zinsstruktur | Yield curve | Risikoprämie | Risk premium |
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