Term structures of credit spreads with incomplete accounting information
Year of publication: |
2001
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Authors: | Duffie, Darrell ; Lando, David |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 69.2001, 3, p. 633-664
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Subject: | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Unternehmensanleihe | Corporate bond | Unvollkommene Information | Incomplete information | Theorie | Theory |
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