Publication
A survey of structural models of corporate debt pricing
| dc.contributor.author | Teixeira, João | |
| dc.date.accessioned | 2019-01-24T17:00:09Z | |
| dc.date.available | 2019-01-24T17:00:09Z | |
| dc.date.issued | 2011-04 | |
| dc.description.abstract | This paper surveys the theoretical and empirical literature on structural models of corporate debt pricing. It provides an understanding of the importance of structural models in predicting credit spreads, and focuses on the role of rating, maturity, asset volatility and sector effects. | en |
| dc.description.version | N/A | pt_PT |
| dc.identifier.citation | Teixeira, João C. A. (2011). A survey of structural models of corporate debt pricing, “Working Paper Series” nº 12/11, 20 pp.. Ponta Delgada: Universidade dos Açores, CEEAplA-A. | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10400.3/4967 | |
| dc.language.iso | eng | pt_PT |
| dc.publisher | Universidade dos Açores | pt_PT |
| dc.subject | Corporate Debt Valuation | en |
| dc.subject | Empirical Credit Spreads | en |
| dc.subject | Structural Models | en |
| dc.title | A survey of structural models of corporate debt pricing | en |
| dc.type | working paper | |
| dspace.entity.type | Publication | |
| oaire.citation.conferencePlace | Ponta Delgada, Açores | pt_PT |
| oaire.citation.endPage | 20 | pt_PT |
| oaire.citation.startPage | 1 | pt_PT |
| oaire.citation.title | CEEAplA-A - Working Paper Series | pt_PT |
| person.familyName | Teixeira | |
| person.givenName | João | |
| person.identifier.orcid | 0000-0003-4774-0236 | |
| person.identifier.rid | A-4954-2010 | |
| person.identifier.scopus-author-id | 22956440000 | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | workingPaper | pt_PT |
| relation.isAuthorOfPublication | 91b279dc-585a-4ec9-b7f0-dabf663ac9ae | |
| relation.isAuthorOfPublication.latestForDiscovery | 91b279dc-585a-4ec9-b7f0-dabf663ac9ae |