An analysis of credit risk spreads for high yield bonds

Frank Reilly (), David Wright () and James Gentry ()

Review of Quantitative Finance and Accounting, 2010, vol. 35, issue 2, 179-205

Keywords: High yield bonds; Credit risk spreads; Default risk; Speculative grade; G01; G11; G12 (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s11156-009-0162-7

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