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Determinants of Credit Spreads in Commercial Mortgages

โœ Scribed by Sheridan Titman; Stathis Tompaidis; Sergey Tsyplakov

Book ID
109174710
Publisher
John Wiley and Sons
Year
2005
Tongue
English
Weight
142 KB
Volume
33
Category
Article
ISSN
1080-8620

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## Abstract This paper finds that the term structure of credit spreads in project finance is humpโ€shaped. This contrasts with other types of debt, where credit risk is shown instead to increase monotonically with maturity __ceteris paribus__. We emphasize a number of peculiar features of project fi