| Author: | Rodriquez, R. J. |
| Title: | Default risk, yield spreads, and time to maturity. |
| Journal: | Journal of Financial and Quantitative Analysis
1988 : MAR, VOL. 23:1, p. 111-117 |
| Index terms: | BONDS RATE OF RETURN |
| Language: | eng |
| Abstract: | A review of the default model of yield spreads for bonds, their complex function of maturity and the conflicting empirical results found in literature. The general default model. Yield spread and maturity: municipal versus federal government bonds. A Table and a Figure illustrate the study. |
SCIMA