Credit Spread Decomposition: Decomposing Bond-Level Credit OAS into Default and Liquidity Components

CFA Digest ◽  
2011 ◽  
Vol 41 (3) ◽  
pp. 24-26
Author(s):  
Richard D. Long
Keyword(s):  
Credit Spread ◽  
Spread Decomposition

Credit Spread Decomposition

2012 ◽  
Author(s):  
Siddhartha G. Dastidar ◽  
Bruce D. Phelps
Keyword(s):  
Credit Spread ◽  
Spread Decomposition

The Credit Spread Puzzle - Myth or Reality?

2013 ◽  
Author(s):  
Peter Feldhhtter ◽  
Stephen M. Schaefer
Keyword(s):  
Credit Spread
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