Liuren Wu, Frank Xiaoling Zhang. A No-Arbitrage Analysis of Macroeconomic Determinants of the Credit Spread Term Structure. Management Science, 54(6):1160-1175, 2008. [doi]
@article{WuZ08-2,
title = {A No-Arbitrage Analysis of Macroeconomic Determinants of the Credit Spread Term Structure},
author = {Liuren Wu and Frank Xiaoling Zhang},
year = {2008},
doi = {10.1287/mnsc.1070.0835},
url = {http://dx.doi.org/10.1287/mnsc.1070.0835},
tags = {analysis},
researchr = {https://researchr.org/publication/WuZ08-2},
cites = {0},
citedby = {0},
journal = {Management Science},
volume = {54},
number = {6},
pages = {1160-1175},
}