Work

How Much of Corporate-Treasury Yield Spread Is Due to Credit Risk?: A New Calibration Approach

Year: 2002

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1494052

Authors: Jing-Zhi Jay Huang, Ming Huang

Institutions: Pennsylvania State University, Cornell University

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3047790459

Cites:

Cited by: 256

Related to: 10