Incomplete information, debt issuance, and the term structure of credit spreads
Year of publication: |
2023
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Authors: | Benzoni, Luca ; Garlappi, Lorenzo ; Goldstein, Robert S. |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 69.2023, 7, p. 4331-4352
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Subject: | bond pricing | credit spreads | jumps to default | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | Unternehmensanleihe | Corporate bond | Theorie | Theory | Unvollkommene Information | Incomplete information | Anleihe | Bond | Fremdkapital | Debt financing | Risikoprämie | Risk premium |
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