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Using Yield Spreads to Estimate Expected Returns on Debt and Equity · Study

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PreprintUsing Yield Spreads to Estimate Expected Returns on Debt and Equity

Ian Anthony Cooper2003

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Preprintgreen2003

Using Yield Spreads to Estimate Expected Returns on Debt and Equity

Ian Anthony Cooper · SERGEI A. DAVYDENKO

25 citations·0/0 files stored·SSRN Electronic Journal

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Credit Risk and Financial Regulations Stochastic processes and financial applications Financial Distress and Bankruptcy Prediction

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References

1993Common risk factors in the returns on stocks and bonds 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*1997Industry costs of equity 1981Principles of Corporate Finance.1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure 1999Modeling Term Structures of Defaultable Bonds 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS

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Year2003

Typepreprint

Published2003-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations25

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.2139/ssrn.387380

openalex_workW2164352432

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