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Modeling the yields on noninvestment grade bond indexes: Credit risk and macroeconomic factors

International Review of Financial Analysis, 11(3): 345--374, 2002.
Authors: Frederick L. Joutz and William F. Maxwell
URL: http://www.sciencedirect.com/science/article/B6W4W-45TY89F-2/1/770b9b597a10bdd7f1bc79779ba98e29
Tags: Noninvestment grade
| URL | BibTeX  
@article{Joutz2002,
title = {Modeling the yields on noninvestment grade bond indexes: Credit risk and macroeconomic factors},
author = {Frederick L. Joutz and William F. Maxwell},
journal = {International Review of Financial Analysis},
number = {3},
pages = {345--374},
url = {http://www.sciencedirect.com/science/article/B6W4W-45TY89F-2/1/770b9b597a10bdd7f1bc79779ba98e29},
volume = {11},
year = {2002},
keywords = {Noninvestment grade }
}