000 00590nam a2200169Ia 4500
008 100324s9999 xx 000 0 und d
040 _a.
100 _aCremers, Martijn et al.
245 _aExplaining the level of credit spreads: option-implied jump risk premia in a firm value model
260 _c2005
_bBank for International Settlements
_aBasle
300 _bSee BIS 332.15 AMA (Includes Acc. Nos. 32868, 32869, 32870 & 32871)
_a44 p.
366 _b2005
520 _aISSN: 1020-0959
650 _aMonetary Economics
942 _cWP
_2ddc
999 _c93237
_d93237