How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?-Reference-Cited by-同舟云学术

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How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?

Published:2012-11-15 Issue:2 Volume:2 Page:153-202
ISSN:2045-9920
Container-title:Review of Asset Pricing Studies
language:en
Short-container-title:Rev Asset Pric Stud

Author:

Huang Jing-Zhi,Huang Ming

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics,Finance

Link

http://academic.oup.com/raps/article-pdf/2/2/153/5427897/ras011.pdf

Reference116 articles.

1. Acharya V Amihud Y Bharath S . Liquidity Risk of Corporate Bond Returns. 2010. Working Paper, New York University.

2. Does industry-wide distress affect defaulted firms? Evidence from creditor recoveries

3. The Risk-Adjusted Cost of Financial Distress

4. Altman E I . Bankruptcy, Credit Risk, and High Yield Junk Bonds. Malden, NJ: Wiley-Blackwell; 2002.

5. The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications*

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