SMEAL WIKI

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

Jing-Zhi Jay Huang, Ming Huang
Year2003
VenueSSRN Electronic Journal
Typepreprint
Citations264
DOI10.2139/ssrn.307360
OpenAlexW2121639112

Topics

Credit Risk and Financial RegulationsCredit spread (options)TreasuryYield (engineering)CalibrationCredit risk