1Antonio Díaz,Eliseo Navarro.Yield Spread and Term to Maturity:Default vs.Liquidity[J].European Financial Management,2002,8(4):449-477. 被引量：1
2Merton,Robert C.On the Pricing of Corporate Debt:the Risk Structure of Interest Rates[J].Journal of Finance,1974:449-470. 被引量：1
3Jarrow Robert A.,David Lando,and Stuart M.Turnbull.A Markov Model for the Term Structure of Credit Risk Spreads[J].Review of Financial Studies,1997,10(2):481-523. 被引量：1
4Longstaff F.A.and E.S.Schwartz.A Simple Approach to Valuing Risky Fixed and Floating Rate Debt[J].Journal of Finance,1995,50(3):789-819. 被引量：1
5Litterman Robert and Thomas Iben.Corporate Bond Valuation and the Term Structure of Credit Spreads[J].Journal of Portfolio Management,1991,17(3):52-64. 被引量：1
6Ma,C.K.,R.P.Rao and R.L.Peterson.The Resiliency of the High-yield Bond Market:the LTV Default[J].Journal of Finance,1989,44(4):1085-1097. 被引量：1
7Duffee,G.R..Estimating the Price of Default Risk[Z].Federal Reserve Board,Finance and Economics Discussion Series,1996b:29. 被引量：1
8Elton,E.J.,Gruber,M.J.,Agrawal,D.and C.Mann.Explaining the Rate Spread on Corporate Bonds[J].Journal of Finance,February 2001,56(1):247-277. 被引量：1
9Fons,Jerome S.Using Default Rates to Model the Term Structure of Credit Risk[J].Financial Analysts Journal,1994,50(5):25-32. 被引量：1
10Helwege,J.,and C.M.Turner.The Slope of the Credit Yield Curve for Speculative-grade Issuers[J].Research Paper FRBNY (9725),1997. 被引量：1
10Giampaolo Gabbi, Andrea Sironti. Which Fac- tors Affect Corporate Bond Pricing? Evidence from Eu- robonds Primary Market Spreads[J]. The European Journal of Finance, 2005, 11:7-26. 被引量：1
