Explaining Credit Spread Changes: New Evidence from Option-Adjusted Bond Indexes
| Year of publication: |
2003
|
|---|---|
| Authors: | Huang, Jing-zhi ; Kong, Weipeng |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 11.2003, 1, p. 30-44
|