Work

A Markov Model for the Term Structure of Credit Risk Spreads

Year: 1997

Type: article

Source: Review of Financial Studies

DOI: 10.1093/rfs/10.2.481

Authors: Robert A. Jarrow, David Lando, Stuart M. Turnbull

Institutions: Cornell University, University of Copenhagen, Queen's University, Queens 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: W3023478198

FWCI: 63.49

Cites: 26

Cited by: 1,462

Related to: 10