Ericsson, Jan (contributor); Reneby, Joel (contributor) - 2001 - [Elektronische Ressource], First version: February 2001, Rev. January 7, 2003
We develop a structural bond pricing approach and implement it on a large panel of US industrial bonds using an … component on top of the default spread structural models are designed to capture. -- corporate bonds ; credit risk ; yield … approach and implement it
on a large panel of US industrial bonds using an efficient maximum
likelihood methodology. We evaluate …