Credit spreads explained. O’Kane, D. & Sen, S. Journal of Credit Risk Volume, 2005.
Credit spreads explained [pdf]Paper  bibtex   
@article{ okane_credit_2005,
  title = {Credit spreads explained},
  volume = {1},
  url = {http://www.risk.net/digital_assets/4503/v1n2_okane.pdf},
  number = {2},
  urldate = {2013-01-24},
  journal = {Journal of Credit Risk Volume},
  author = {{O’Kane}, D. and Sen, S.},
  year = {2005},
  keywords = {spread}
}
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