Testing Merton's Model for Credit Spreads on Zero-Coupon Bonds
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Bibliographic InfoPaper provided by Warwick Business School, Finance Group in its series Working Papers with number wp02-08.
Date of creation: 2002
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- Pierre Collin-Dufresne, 2001. "Do Credit Spreads Reflect Stationary Leverage Ratios?," Journal of Finance, American Finance Association, vol. 56(5), pages 1929-1957, October.
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