Determinants of Short-Term Corporate Yield Spreads: Evidence from the Commercial Paper Market

DOI10.1093/rof/rfac030zbMath1519.91276MaRDI QIDQ6108965

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Publication date: 30 June 2023

Published in: Review of Finance (Search for Journal in Brave)

zbMATH Keywords

jump riskstructural credit risk modelscredit spread puzzlecommercial papercorporate debt illiquiditycorporate yield spreads

Mathematics Subject Classification ID

Credit risk (91G40)

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