Revisiting the Slope of the Credit Spread Curve

David Lando, Allan Mortensen

Research output: Contribution to journalJournal articleResearchpeer-review

LanguageEnglish
JournalJournal of Investment Management
Volume3
Issue number4
Pages1-27
ISSN1545-9144
StatePublished - 2005

Keywords

    Cite this

    Lando, David ; Mortensen, Allan. / Revisiting the Slope of the Credit Spread Curve. In: Journal of Investment Management. 2005 ; Vol. 3, No. 4. pp. 1-27
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    title = "Revisiting the Slope of the Credit Spread Curve",
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    author = "David Lando and Allan Mortensen",
    year = "2005",
    language = "English",
    volume = "3",
    pages = "1--27",
    journal = "Journal of Investment Management",
    issn = "1545-9144",
    publisher = "Stallion Press",
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    }

    Revisiting the Slope of the Credit Spread Curve. / Lando, David; Mortensen, Allan.

    In: Journal of Investment Management, Vol. 3, No. 4, 2005, p. 1-27.

    Research output: Contribution to journalJournal articleResearchpeer-review

    TY - JOUR

    T1 - Revisiting the Slope of the Credit Spread Curve

    AU - Lando,David

    AU - Mortensen,Allan

    PY - 2005

    Y1 - 2005

    KW - Erhvervsobligationer

    KW - Obligationer

    M3 - Journal article

    VL - 3

    SP - 1

    EP - 27

    JO - Journal of Investment Management

    T2 - Journal of Investment Management

    JF - Journal of Investment Management

    SN - 1545-9144

    IS - 4

    ER -