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Testing Merton's Model for Credit Spreads on Zero-Coupon Bonds

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Gordon Gemmill
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File URL: http://www2.warwick.ac.uk/fac/soc/wbs/research/wfri/rsrchcentres/ferc/wrkingpaprseries/fwp02-08.pdf
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Paper provided by Warwick Business School, Financial Econometrics Research Centre in its series Working Papers with number wp02-08.

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Date of creation: 2002
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Handle: RePEc:wbs:wpaper:wp02-08

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  1. Marc Saidenberg & Til Schuermann & May, . "The New Basel Capital Accord and Questions for Research," Center for Financial Institutions Working Papers 03-14, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
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This page was last updated on 2009-12-1.

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