Krishnan, C. N. V. (contributor); … - 2003 - [Elektronische Ressource]
Introduction
Economists have extensively analyzed the information content of the term structure of riskless
interest rates. In … from factors that are not firm-specific or related to equity-market performance or
interest rates. Krishnan, Ritchken and … short credit-
spread process for each firm be mean reverting, correlated with interest rates, and have constant
volatility …