Do credit spreads reflect stationary leverage ratios?
Year of publication: |
2001
|
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Authors: | Collin-Dufresne, Pierre ; Goldstein, Robert S. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 56.2001, 5, p. 1929-1957
|
Subject: | Kreditwürdigkeit | Credit rating | Prognoseverfahren | Forecasting model | Kapitalstruktur | Capital structure | Zins | Interest rate | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process | Theorie | Theory | Unternehmenswert | Firm value |
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