Issue Date | Title | Author(s) |
Jun-2003 | Explaining Credit Spread Changes: Some New Evidence from Option-Adjusted Spreads of Bond Indices | Huang, Jing-zhi; Kong, Weipeng |
8-Apr-2003 | An Econometric Model of Credit Spreads with Rebalancing, ARCH and Jump Effects | Bierens, Herman; Huang, Jing-zhi; Kong, Weipeng |
17-Feb-2003 | A Model of Optimal Capital Structure with Stochastic Interest Rates | Huang, Jing-zhi; Ju, Nengjiu; Ou-Yang, Hui |
Oct-2002 | How Much of the Corporate-Treasury Yield Spread is Due to Credit Risk? | Huang, Jing-zhi; Huang, Ming |
2-May-2002 | When Does Strategic Debt Service Matter? | Acharya, Viral V.; Huang, Jing-zhi; Subrahmanyam, Marti G.; Sundaram, Rangarajan K. |