Arne-Christian Lund

Norwegian School of Economics (NHH) - Department of Business and Management Science

Helleveien 30

Bergen, NO-5045

Norway

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Credit Spreads and Incomplete Information

NHH Dept. of Finance & Management Science Discussion Paper No. 2008/9
Number of pages: 23 Posted: 21 May 2008 Last Revised: 10 Dec 2011
Snorre Lindset, Arne-Christian Lund and Svein-Arne Persson
Norwegian University of Science and Technology (NTNU), Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian School of Economics (NHH)
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Abstract:

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Credit risk, credit spreads, delayed information, asymmetric information