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An Analytical Model Of Risky Yield Curves

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  • James W. Kolari

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  • James W. Kolari, 1987. "An Analytical Model Of Risky Yield Curves," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 10(4), pages 295-303, December.
    • Handle: RePEc:bla:jfnres:v:10:y:1987:i:4:p:295-303
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1987.tb00502.x
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    References listed on IDEAS

    as
    1. Yawitz, Jess B., 1977. "An Analytical Model of Interest Rate Differentials and Different Default Recoveries," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 12(3), pages 481-490, September.
    2. Ramon E. Johnson, 1967. "Term Structures Of Corporate Bond Yields As A Function Of Risk Of Default," Journal of Finance, American Finance Association, vol. 22(2), pages 313-345, May.
    3. Merton, Robert C, 1974. "On the Pricing of Corporate Debt: The Risk Structure of Interest Rates," Journal of Finance, American Finance Association, vol. 29(2), pages 449-470, May.
    4. Bierman, Harold & Hass, Jerome E., 1975. "An Analytical Model of Bond Risk Differentials," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(5), pages 757-773, December.
    5. Lee, C Jevons, 1981. "The Pricing of Corporate Debt: A Note," Journal of Finance, American Finance Association, vol. 36(5), pages 1187-1189, December.
    6. Chen, Houng-Yhi, 1967. "Valuation Under Uncertainty*," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 2(3), pages 313-325, September.
    7. Alexander A. Robichek & Stewart C. Myers, 1966. "Conceptual Problems In The Use Of Risk‐Adjusted Discount Rates," Journal of Finance, American Finance Association, vol. 21(4), pages 727-730, December.
    8. Rubinstein, Mark, 1976. "The Strong Case for the Generalized Logarithmic Utility Model as the Premier Model of Financial Markets," Journal of Finance, American Finance Association, vol. 31(2), pages 551-571, May.
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