On the term structure of interest rates and the risk of default: An analytical approach
- 30 September 1979
- journal article
- Published by Elsevier in Journal of Banking & Finance
- Vol. 3 (3) , 253-262
- https://doi.org/10.1016/0378-4266(79)90019-0
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
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- Recent Developments in the Cost of Debt CapitalThe Journal of Finance, 1978
- An Analytical Model of Interest Rate Differentials and Different Default RecoveriesJournal of Financial and Quantitative Analysis, 1977
- On Corporate Debt Maturity StrategiesThe Journal of Finance, 1976
- An Analytic Model of Bond Risk DifferentialsJournal of Financial and Quantitative Analysis, 1975
- An Alternative to the Yield Spread as a Measure of RiskThe Journal of Finance, 1973
- Term Structures of Corporate Bond Yields as a Function of Risk of DefaultThe Journal of Finance, 1967
- The Structure of Interest RatesThe Quarterly Journal of Economics, 1940