Valuing credit spreads on quality Australian dollar Eurobonds in a multivariate EGARCH framework
Jonathan Batten; Warren Hogan; Francis In
| Year of publication: |
2002
|
|---|---|
| Authors: | Batten, Jonathan A. ; Hogan, Warren Pat ; In, Francis Haeuck |
| Published in: |
Australian economic papers. - Richmond, Vic. : Wiley-Blackwell, ISSN 0004-900X, ZDB-ID 207583-0. - Vol. 41.2002, 1, p. 115-128
|
| Subject: | Derivat | Derivative | Kredit | Credit | Risikoprämie | Risk premium | Eurobond | Australien | Australia |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001998326