Credit spreads and the term structure of interest rates

International Review of Financial Analysis

Volumn 11, Issue 3, 2002, Pages 279-295

  Christiansen, Charlotte ^a  

^a AARHUS SCHOOL OF BUSINESS   (Denmark)

Author keywords

Constant conditional correlations model; Corporate bonds; Credit spreads; Macroeconomic news; Treasury yields

Indexed keywords

EID: 0036385867     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1057-5219(02)00070-4     Document Type: Article

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