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On the calibration of structural credit spread models
Howard Qi
, Sheen Liu
, Chunchi Wu
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peer-review
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Keyphrases
Credit Spreads
100%
Tofts Model
100%
Spreading Model
100%
Poor Performance
50%
Explanatory Power
50%
Term Structure of Credit Spreads
50%
Tofts
50%
Bond Data
50%
Economics, Econometrics and Finance
Yield Curve
100%
Finance
66%