Systematic Risk, Debt Maturity, and the Term Structure of Credit Spread

Systematic Risk, Debt Maturity, and the Term Structure of Credit Spread
Author: Hui Chen
Publisher:
Total Pages: 60
Release: 2012
Genre:
ISBN:


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Systematic Risk, Debt Maturity, and the Term Structure of Credit Spread
Language: en
Pages: 60
Authors: Hui Chen
Categories:
Type: BOOK - Published: 2012 - Publisher:

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Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads
Language: en
Pages: 0
Authors: Hui Chen
Categories: Economics
Type: BOOK - Published: 2012 - Publisher:

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Abstract: We build a dynamic capital structure model to study the link between firms' systematic risk exposures and their time-varying debt maturity choices, as
Estimating the systematic component of credit spreads
Language: en
Pages: 79
Authors: Sebastian Wilde
Categories: Business & Economics
Type: BOOK - Published: 2022-08-31 - Publisher: GRIN Verlag

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Master's Thesis from the year 2022 in the subject Economics - Finance, grade: 1,7, University of Hagen (Fakultät für Wirtschaftswissenschaft, Lehrstuhl für B
Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads
Language: en
Pages: 62
Authors: Hayne E. Leland
Categories: Capital investments
Type: BOOK - Published: 1996 - Publisher:

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Macro Factors in the Term Structure of Credit Spreads
Language: en
Pages: 72
Authors: Jeffery D. Amato
Categories: Corporate bonds
Type: BOOK - Published: 2006 - Publisher:

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We estimate arbitrage-free term structure models of US Treasury yields and spreads on BBB and B rated corporate bonds in a doubly-stochastic intensity-based fra