[1]Merton, R. C,On the pricing of corporate debt:The risk structure of interest rates[J] Journal ofFinancel974,29.
[2]Black,F.,Scholes,M.,The pricing of options and corporate liabilities.[J].Journal of PoliticalEconomy, 1973,81:637-654.
[3]Joncs,Mason,Rocnfcld,Contingent claims analysis of corporate capitial[J].The Journal ofFinance,1984,39(3):611-625.
[4]Lcland,H.,Toft,K.,Optimal capital structure,endogenous bankruptcy and the term structure ofcreait spreads[J].The Journal of Finance,1996,51(3):987-1019.
[5]Longstaff,F.,E-Schwartz, 1995,A simple approach to valuing risky fixed and floating ratedebt[J] Journal of Finance,50:789-819.
[6]Andecrson R,Sundarscan,Design valuation of debt contracts[R].Review of financialstudies, 1996,9(1):37-68.
[7]Elton,Agrawal,C.Mann,Explaining the rate spread on corporate bonds.[J] Journal ofFinance5LVI,2001,(1):247-277.
[8]HuangM,Huang J,How much of the corporate-treasury yield spread is due to Credit risk.Working PaPer, Pennsylvania State University,2003.
[9]Longstaff,F(xiàn).A.,NIithal,S.,Neis,E.,The credit-default swap marketils credit protection pricedcorrectlyWorking Paper,University of California,Los Angeles.
[10] Van Landschoot,Astrid,2004,Determinants of the euro term structure of creditspreads,European Central Bank Working Paper Series No.397.
[11]Jeffery D.Amato,Maurizio Luisi,Macro Factors in the Term Structure of CreditSpreads[J].2005.
[12]Dragon Yongjun Tang,Hong Yan,Macroeconomi Conditions,Firm Characteristics,and Credit Spreads[J].2005.
[13]Kiyotaka N.,Makoto S.,Credit spreads on corporate bonds and the macroeconomy inJpan[J] Japanese Int. Economies,2009,23:309-331.
[14]Naohiko B.,Masakazu I.,Price discovery of subordinated credit spreads for Japanesemega-banks:Eviidence from bond and credit default swap marketsjnt. Fin. Markets,Inst. AndMoney,2009,19,616-632.
[15]Tolga Cenesi zoglu,Badye Essid.The Effect of Monetary Policy on Credit Spreads[J].2010.
[16]Igor L.,Peter G.,Empirical analysis of credit spread changes of US corporate bonds, International Review of Financial Analysis,2012,24,12-19
[17]Liang Guo,Determinants of credit spreads:The role of ambiguity and informationuncertainty,North American Journal of Economics and Finance,2013,24:279-297.
[18]陸文嘉,我國信用利差與基準(zhǔn)利率關(guān)系實(shí)證研宄[J].經(jīng)濟(jì)分析,2008,(10):61-64.
[19]李貨.中國短期融資券信用利差的實(shí)證研究[J].開放導(dǎo)報(bào),2010(1):78-81.
[20]李嵐,楊長志.基于面板數(shù)據(jù)的中期票據(jù)信用利差研宂[J].證券市場導(dǎo)報(bào),2010.(8)
[21]聞芳,曾建華.我國企業(yè)短期融資信用利差的實(shí)證分析[J].商場現(xiàn)代化,2010,(620):180.
[22]趙靜,方兆本.中國公司債券信用利差決定因素:基于結(jié)構(gòu)化理論的實(shí)證研究[J].管理科學(xué)與工程,2011,(3):138-1.
[23]戴國強(qiáng),孫新寶.我國企業(yè)債券信用利差宏觀決定因素研究[J].財(cái)經(jīng)研究,2010,(12).
[24]李合抬,貝政新.公司債券信用利差影響因素的動態(tài)研究[J].學(xué)海,2013.1.
[25]程文衛(wèi).通貨膨脹對固定收益證券到期收益率和信用利差的影響:棊于中國的實(shí)證研究[J].中央財(cái)經(jīng)大學(xué)學(xué)報(bào),2009,(07):30- 35.
[26]張雪苑,孫雪晴.信用價(jià)差影響因素的宏觀視角分析[J].現(xiàn)代商貿(mào)工業(yè),2010(23):226- 227.
[27]牛新艷.短期融資券市場存在金融加速器效應(yīng)嗎:信用利差非對稱性研宄[J].金融評論,2011,(03):79-125.
[28]Beaver,William H., 1966,Financial ratios as predictors of failure[J].Journal of AccountingResearch, 1966,4:71-111.
[29]Altman,Edward I,F(xiàn)inancial ratios,discriminate analysis and the prediction of coporatebankruptcy, 1968,4:589-609.
[30]Black’F.,&J.Cox,Valuing corporate securities:some effects of bond indentureprovisions Journal of Finance, 1976,31:351 -367.
[31 ]Leland,H.E.,Corporate debt value,bond covenants and optimal capital structure[J]. Journal ofFinance, 1994,49:1213-1252.
[32]Leland,H.E.,Toft,K.B.,Optimal capital structure,endogenous bankruptcy,and the term structureof credit Spreads[J] .Journal of Finance, 1996,51:987-1019.
[33]Mella-Barral,P.,Perraudin,W., Strategic debt service[J].Journal of Finance, 1997,52:531-556.
[34]Collin-Dufresne P.,R.Goldstein,Do credit spreads reflect stationary leverage ratio[J] Journalof Finance,2001,56:1929-1958.
[35]徐鑫,諶貽慶.基于SVAR模型的消費(fèi)者信心與宏觀經(jīng)濟(jì)景氣關(guān)系實(shí)證研究,商業(yè)經(jīng)濟(jì),2012,(17):26-27.
[36] Borovshikh, Y.V. and Weber. N.C. (2010). Asymptotic distributions for aclass of generalized L—statistics. Bernoulli. 16, 1177-1190.
[37] Cai, Z.W.(1992). Moderate deviations and large deviations of generalizedL-statistics. Chinese Ann. Math. Ser. A 13,364 - 372.
[38] Chen. L.H.Y.. Goldstein, L. and Shao. Q.M.(2011). Normal approximationby Stein's method. Springer. Heidelberg.
[39] Chen, L.H.Y.and Shao. Q.M.(2007). Normal approximation for nonlinearstatistics using a concentration inequality approach. Bernoulli. 13,581—599.
[40] Hu, H.J. and Shao, Q.M.(2013). Non-uniform Berry-Esseen bounds forweighted U-statistics and generalized L-statistics. Commun. Math. Stat13,351-367.