Determinants of Short-Term Corporate Yield Spreads: Evidence from the Commercial Paper Market (Q6108965)
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scientific article; zbMATH DE number 7705181
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| English | Determinants of Short-Term Corporate Yield Spreads: Evidence from the Commercial Paper Market |
scientific article; zbMATH DE number 7705181 |
Statements
Determinants of Short-Term Corporate Yield Spreads: Evidence from the Commercial Paper Market (English)
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30 June 2023
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commercial paper
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corporate yield spreads
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corporate debt illiquidity
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jump risk
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credit spread puzzle
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structural credit risk models
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0.7494598627090454
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0.7138725519180298
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0.7056611776351929
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0.7005088329315186
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