Government Debt Maturity and Term Structure of Credit Spreads

SSRN Electronic Journal ◽

10.2139/ssrn.3595360 ◽

2020 ◽

Author(s):

Xiang Gao

Keyword(s):

Term Structure ◽

Government Debt ◽

Debt Maturity ◽

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Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads

SSRN Electronic Journal ◽

10.2139/ssrn.2024329 ◽

2012 ◽

Author(s):

Hui Chen ◽

Yu Xu ◽

Jun Yang

Keyword(s):

Term Structure ◽

Systematic Risk ◽

Debt Maturity ◽

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Systematic risk, debt maturity, and the term structure of credit spreads

Journal of Financial Economics ◽

10.1016/j.jfineco.2020.09.002 ◽

2020 ◽

Author(s):

Hui Chen ◽

Yu Xu ◽

Jun Yang

Keyword(s):

Term Structure ◽

Systematic Risk ◽

Debt Maturity ◽

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Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads

10.3386/w18367 ◽

2012 ◽

Author(s):

Hui Chen ◽

Yu Xu ◽

Jun Yang

Keyword(s):

Term Structure ◽

Systematic Risk ◽

Debt Maturity ◽

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Asymmetric Information, Dynamic Debt Issuance, and the Term Structure of Credit Spreads

10.21033/wp-2019-08 ◽

2019 ◽

Author(s):

Luca Benzoni ◽

Lorenzo Garlappi ◽

Robert S. Goldstein

Keyword(s):

Asymmetric Information ◽

Term Structure ◽

Credit Spreads ◽

Debt Issuance ◽

Information Dynamic

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Gap-Filling Government Debt Maturity Choice

SSRN Electronic Journal ◽

10.2139/ssrn.3723466 ◽

2020 ◽

Author(s):

Frederik Eidam

Keyword(s):

Government Debt ◽

Debt Maturity ◽

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Stochastic modeling of the term structure dynamics for the purpose of long-term government debt management: The theoretical framework

Introduction of a New Conceptual Framework for Government Debt Management ◽

10.1007/978-3-658-00918-2_5 ◽

2013 ◽

pp. 113-151

Author(s):

Anja Hubig

Keyword(s):

Term Structure ◽

Stochastic Modeling ◽

Government Debt ◽

Theoretical Framework ◽

Debt Management ◽

Structure Dynamics

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Forecasting macro-economy based on the term structure of credit spreads: Evidence from China

2013 International Conference on Management Science and Engineering 20th Annual Conference Proceedings ◽

10.1109/icmse.2013.6586410 ◽

2013 ◽

Author(s):

Zhou Rong-xi ◽

Wang Xian-liang ◽

Tong Guan-qun

Keyword(s):

Term Structure ◽

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Estimating the Term Structure of Credit Spreads on Euro-denominated Corporate Bonds

Economic Notes ◽

10.1111/j.1468-0300.2006.00170.x ◽

2006 ◽

Vol 35 (3) ◽

pp. 355-375

Author(s):

Ombretta Terazzan

Keyword(s):

Term Structure ◽

Corporate Bonds ◽

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The Term Structure of Credit Spreads and the Cross-Section of Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2560693 ◽

2015 ◽

Author(s):

Bing Han ◽

Avanidhar Subrahmanyam ◽

Yi Zhou

Keyword(s):

Stock Returns ◽

Term Structure ◽

Cross Section ◽

Credit Spreads ◽

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The Term Structure of Credit Spreads in Project Finance

SSRN Electronic Journal ◽

10.2139/ssrn.782310 ◽

2004 ◽

Author(s):

Blaise Gadanecz ◽

Marco Sorge

Keyword(s):

Term Structure ◽

Credit Spreads ◽

Project Finance

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