Taxes, Default Risk and Credit Spreads

Presents a general term structure model of defaultable bonds that assesses the potential effects of taxes. Effects of taxes on corporate bond spreads; Impact of tax omission on default rate estimation; Factor essential in evaluating firm performance and understanding whether investors are fully comp...

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Bibliographic Details
Main Authors: WU, Chunchi, Liu, Sheen
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2004
Subjects:
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/789
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Institution: Singapore Management University
Language: English