Credit spreads are large, volatile, and countercyclical, and recent empirical work suggests that risk premia, not expected credit losses, are responsible for these features. Building on the idea that

ICPSR2013-01-01 更新90

Replication Data for: Inflexibility and Corporate Credit Spreads

企业信用利差分析

信用风险定价

This folder contains replication codes and data for “Inflexibility and Corporate Credit Spreads” by Zhe An, Abe de Jong, Ying Xia, and Zhaofeng Xu.

DataONE2025-05-12 更新70