Assistant Professor of Business Administration, Harvard University. The author appreciates the helpful comments of Ezra Solomon, Alexander Robichek, William Beaver, Dwight Crane, and E. Eugene Carter on earlier portions of this work. Financial support was provided by the American Banking Association under a Stonier Fellowship and by the Division of Research of the Harvard Business School.
AN ALTERNATIVE TO THE YIELD SPREAD AS A MEASURE OF RISK
Article first published online: 30 APR 2012
1973 The American Finance Association
The Journal of Finance
Volume 28, Issue 4, pages 933–955, September 1973
How to Cite
Silvers, J. B. (1973), AN ALTERNATIVE TO THE YIELD SPREAD AS A MEASURE OF RISK. The Journal of Finance, 28: 933–955. doi: 10.1111/j.1540-6261.1973.tb01417.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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