Credit Risk and the Term Structure of Lease Rates: A Reduced Form Approach
Author:
Publisher
Springer Science and Business Media LLC
Subject
Urban Studies,Economics and Econometrics,Finance,Accounting
Link
http://link.springer.com/content/pdf/10.1007/s11146-008-9119-1.pdf
Reference29 articles.
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3. Black, F., & Scholes, M. (1973). The pricing of options and corporate liabilities. Journal of Political Economy, 81, 654–683.
4. Clapham, E., & Gunnelin, A. (2003). Rental expectation and the term structure of lease rates. Real Estate Economics, 31(4), 647–670.
5. Collin-Dufresne, P., & Goldstein, R. S. (2001). Do credit spreads reflect stationary leverage ratios. Journal of Finance, 51, 1929–1957.
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