On the consistency of ratings and bond market yields

Journal of Banking and Finance

Volumn 28, Issue 11, 2004, Pages 2769-2788

  Perraudin, William ^a,b   Taylor, Alex P ^c  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

^b BANK OF ENGLAND   (United Kingdom)

^c UNIVERSITY OF MANCHESTER   (United Kingdom)

Author keywords

Credit spreads; Risky debt yields; Term structure

Indexed keywords

EID: 4644341514     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2004.06.009     Document Type: Article

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