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Volumn 54, Issue 5, 1999, Pages 1869-1884

The slope of the credit yield curve for speculative-grade issuers

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Indexed keywords


EID: 0039520045     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.00170     Document Type: Article
Times cited : (192)

References (15)
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    • Jarrow, R.A.1    Lando, D.2    Turnbull, S.M.3
  • 7
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    • Longstaff, Francis A., and Eduardo S. Schwartz, 1995, A simple approach to valuing risky fixed and floating rate debt, Journal of Finance 50, 789-819.
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    • Longstaff, F.A.1    Schwartz, E.S.2
  • 8
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    • Merton, Robert C., 1974, On the pricing of corporate debt: The risk structure of interest rates, Journal of Finance 29, 449-470.
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    • Merton, R.C.1
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    • Pitts, C. G. C., and M. J. P. Selby, 1983, The pricing of corporate debt: A further note, Journal of Finance 38, 1311-1313.
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    • Pitts, C.G.C.1    Selby, M.J.P.2
  • 11
    • 84977708921 scopus 로고
    • Some empirical estimates of the risk structure of interest rates
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  • 12
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  • 13
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    • Book review of valuation of fixed income securities
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    • Warga, A.1
  • 15
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    • Pricing risky debt: An empirical comparison of the Longstaff and Schwartz and Merton models
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    • Wei, D.G.1    Guo, D.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.