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

DOI10.1093/ROF/RFAC030zbMATH Open1519.91276MaRDI QIDQ6108965FDOQ6108965

Authors:

Publication date: 30 June 2023

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

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zbMATH Keywords

structural credit risk modelsjump riskcredit spread puzzlecommercial papercorporate debt illiquiditycorporate yield spreads

Mathematics Subject Classification ID

Credit risk (91G40)

Cited In (3)

• Dynamical analysis of corporate bonds based on the yield spread term-quality surface
• Demystifying yield spread on corporate bonds trades in India
• Title not available (Why is that?)

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