Term structures of credit spreads with incomplete accounting information

Econometrica

Volumn 69, Issue 3, 2001, Pages 633-664

  Duffie, Darrell ^a,b   Lando, David ^a,b  

^a STANFORD UNIVERSITY   (United States)

^b UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

Corporate bond yields; Credit risk; Default intensity; Incomplete information

Indexed keywords

INVESTMENTS; RISK ASSESSMENT;

CORPORATE BOND YIELDS; DEFAULT INTENSITY;

INDUSTRIAL ECONOMICS;

EID: 0034986069     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0262.00208     Document Type: Article

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