NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads

Hui Chen, Yu Xu, Jun Yang

NBER Working Paper No. 18367
Issued in September 2012

---- Acknowledgements -----

We thank Viral Acharya, Heitor Almeida, Jennifer Carpenter, Chris Hennessy, Burton Holli eld, Nengjiu Ju, Thorsten Koeppl, Leonid Kogan, Jun Pan, Monika Piazzesi, Ilya Strebulaev, Wei Xiong and seminar participants at the NBER Asset Pricing Meeting, Texas Finance Festival, China International Conference in Finance, Summer Institute of Finance Conference, Bank of Canada Fellowship Workshop, London School of Economics, and London Business School for comments. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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