Work

A Credit Spread Decomposition: A Resolution of the Credit Spread Puzzle

Year: 2024

Type: article

Source: Quarterly Journal of Finance

DOI: 10.1142/s2010139224500162

Author: Robert A. Jarrow

Institution: Cornell 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: W4408074127

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Cites: 14

Cited by:

Related to: 10