Work

The term structure of credit spreads with jump risk

Year: 2001

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/s0378-4266(00)00168-0

Author: Chunsheng Zhou

Institutions: University of California, Riverside, Peking University

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2092200574

FWCI: 17.6

Cites: 45

Cited by: 511

Related to: 10