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Macroeconomic Conditions, Firm Characteristics, and Credit Spreads

Listed author(s):
  • Dragon Tang

    ()

  • Hong Yan

    ()

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No abstract is available for this item.

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File URL: http://hdl.handle.net/10.1007/s10693-006-7625-y
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Article provided by Springer & Western Finance Association in its journal Journal of Financial Services Research.

Volume (Year): 29 (2006)
Issue (Month): 3 (June)
Pages: 177-210

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Handle: RePEc:kap:jfsres:v:29:y:2006:i:3:p:177-210
DOI: 10.1007/s10693-006-7625-y
Contact details of provider: Web page: http://www.springer.com

Web page: http://westernfinance.org/

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Order Information: Web: http://www.springer.com/journal/10693

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  12. Cremers, Martijn & Driessen, Joost & Maenhout, Pascal & Weinbaum, David, 2008. "Individual stock-option prices and credit spreads," Journal of Banking & Finance, Elsevier, vol. 32(12), pages 2706-2715, December.
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  16. Duffie, Darrell & Lando, David, 2001. "Term Structures of Credit Spreads with Incomplete Accounting Information," Econometrica, Econometric Society, vol. 69(3), pages 633-664, May.
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  18. Duffie, Darrell & Singleton, Kenneth J, 1999. "Modeling Term Structures of Defaultable Bonds," Review of Financial Studies, Society for Financial Studies, vol. 12(4), pages 687-720.
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  27. Robert Goldstein & Fernando Zapatero, 1996. "General Equilibrium With Constant Relative Risk Aversion And Vasicek Interest Rates," Mathematical Finance, Wiley Blackwell, vol. 6(3), pages 331-340.
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