Open AccessA No-Arbitrage Analysis of Economic Determinants of the Credit Spread Term Structure
Author(s) -
Liuren Wu,
Frank X. Zhang
Publication year - 2005
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2005.59
Subject(s) - treasury , yield curve , credit rating , economics , credit risk , volatility (finance) , credit valuation adjustment , monetary economics , bond market , interest rate , financial economics , inflation (cosmology) , financial system , credit reference , finance , physics , archaeology , theoretical physics , history