The Credit Spread Puzzle
Author:
Publisher
Elsevier BV
Reference22 articles.
1. The link between default and recovery rates: theory, empirical evidence and implications;E I Altman;Journal of Business,2003
2. The Credit Spread Puzzle
3. Is Credit Event Risk Priced? Modeling Contagion via the Updating of Beliefs.
4. The determinants of credit spread changes;P Collin-Dufresne;Journal of Finance,2001
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