مرکز منطقه ای اطلاع رساني علوم و فناوري - The joint estimation of term structures and credit spreads

Title of article :

The joint estimation of term structures and credit spreads

Author/Authors :

Patrick Houweling، نويسنده , , Jaap Hoek، نويسنده , , Frank Kleibergen، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 2001

Pages :

From page :

297

To page :

323

Keywords :

Term structure estimation , Credit spreads , Splines , Corporate bonds

Journal title :

Journal of Empirical Finance

Serial Year :

2001

Journal title :

Journal of Empirical Finance

Record number :

130692

Link To Document :