Interest Rates and Credit Spread Dynamics Article

Neal, Robert, Rolph, Douglas, Dupoyet, Brice et al. Interest Rates and Credit Spread Dynamics . JOURNAL OF DERIVATIVES, 23(1), 25-39. 10.3905/jod.2015.23.1.025

International Collaboration

cited authors

  • Neal, Robert; Rolph, Douglas; Dupoyet, Brice; Jiang, Xiaoquan

sustainable development goals

published in

keywords

  • Business & Economics
  • Business, Finance
  • COINTEGRATION
  • CORPORATE
  • DEBT
  • DETERMINANTS
  • MODELS
  • OPTIMAL CAPITAL STRUCTURE
  • Social Sciences
  • TERM STRUCTURE
  • TESTS
  • YIELD SPREADS

Digital Object Identifier (DOI)

publisher

  • INST INVESTOR INC

start page

  • 25

end page

  • 39

volume

  • 23

issue

  • 1