NYU Faculty Digital Archive
metadata only
How Much of the Corporate-Treasury Yield Spread is Due to Credit Risk?
We show that credit risk accounts for only a small fraction of the observed corporate-Treasury yield spreads for investment grade bonds of all maturities, with the fraction smaller for bonds of shorter maturities; and that it accounds for a much higher fraction of yield spreads for junk bonds. This
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Euro Area Financial Fragmentation and Bond Market Stability#130940
- Beyond the Mean: A Weighted k-Sample Omnibus Variance-Ratio Statistic for Covariate Balance Diagnostics#1064316
- Financial Intermediaries and Markets#942489
- D-dimer Assay for the Exclusion of Intra-atrial Thrombus Risk Before Ablation of Atrial Fibrillation#870422
- Modelling short-term interest rate spreads in the euro money market#17176
Record · ID 942316
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive