SMEAL WIKI

How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?

Jing-Zhi Jay Huang, Ming Huang
Year2012
VenueThe Review of Asset Pricing Studies
Typearticle
Citations1000
DOI10.1093/rapstu/ras011
OpenAlexW3126074134

Topics

Credit Risk and Financial RegulationsBondTreasuryCredit spread (options)EconomicsYield (engineering)