Risky debt, jump processes, and safety covenants
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Financial Economics.
Volume (Year): 9 (1981)
Issue (Month): 3 (September)
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Web page: http://www.elsevier.com/locate/inca/505576
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- Zhou, Chunsheng, 2001. "The term structure of credit spreads with jump risk," Journal of Banking & Finance, Elsevier, vol. 25(11), pages 2015-2040, November.
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