The Slope Of The Term Structure Of Credit Spreads: An Empirical Investigation
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- Christiansen, Charlotte & Lund, Jesper, 2002. "Revisiting the shape of the yield curve: the effect of interest rate volatility," Finance Working Papers 02-3, University of Aarhus, Aarhus School of Business, Department of Business Studies.
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- Marra, Miriam, 2015. "The impact of liquidity on senior credit index spreads during the subprime crisis," International Review of Financial Analysis, Elsevier, vol. 37(C), pages 148-167.
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- Antje Berndt & Peter Ritchken & Zhiqiang Sun, 2010. "On Correlation and Default Clustering in Credit Markets," Review of Financial Studies, Society for Financial Studies, vol. 23(7), pages 2680-2729, July.
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- Loncarski, Igor & Szilagyi, Peter G., 2012. "Empirical analysis of credit spread changes of US corporate bonds," International Review of Financial Analysis, Elsevier, vol. 24(C), pages 12-19.
- Maclachlan, Iain C, 2007. "An empirical study of corporate bond pricing with unobserved capital structure dynamics," MPRA Paper 28416, University Library of Munich, Germany.
- Chebbi TAREK, 2008. "Rating And Other Factors Explaining The Corporate Credit Spread: Empirical Evidence From Tunisian Bond Market," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 3(4(6)_Wint).
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