Systematic Risk, Debt Maturity and the Term Structure of Credit Spreads
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- Hui Chen & Yu Xu & Jun Yang, 2012. "Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads," NBER Working Papers 18367, National Bureau of Economic Research, Inc.
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More about this item
Keywords
Asset Pricing; Debt Management;JEL classification:
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2012-09-22 (Banking)
- NEP-CFN-2012-09-22 (Corporate Finance)
- NEP-RMG-2012-09-22 (Risk Management)
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