credit spread

The financial term credit spread is the yield spread, or difference in yield between different securities, due to different credit quality. The credit spread reflects the additional net yield an investor can earn from a security with more credit risk relative to one with less credit risk.

The Determinants of Credit Spread Changes
Term structures of credit spread with incomplete accounting information
Credit spread interdependencies of European states and banks during the financial crisis
The Credit Spread Puzzle
On the Relation Between the Credit Spread Puzzle and the Equity Premium Puzzle
Explaining Credit Spread Changes: New Evidence From Option-Adjusted Bond Indexes
Explaining Credit Spread Changes: Some New Evidence from Option-Adjusted Spreads of Bond Indices
The aggregate credit spread and the business cycle
The credit-spread puzzle
The Determinants of Credit Spread Changes