The term structure of credit spreads with jump risk

Journal of Banking and Finance

Volumn 25, Issue 11, 2001, Pages 2015-2040

  Zhou, Chunsheng ^a,b  

^a Peking University   (China)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Bond pricing; Credit spreads; Default; G12; G13; G33; Jump risk

Indexed keywords

EID: 0001290494     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(00)00168-0     Document Type: Article

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