Darwin, Tristan; Treepongkaruna, Sirimon; Faff, Robert - In: Australian Journal of Management 37 (2012) 1, pp. 29-46
This paper investigates the determinants of credit spreads (levels and changes) via credit derivatives, using an Australian sample. We incorporate a number of different relationships to assess the contributions of various market-wide and firm-specific factors in determining levels, and changes...
