Valuing Credit Spreads on Quality Australian Dollar Eurobonds in a Multivariate EGARCH Framework
| Year of publication: |
2002
|
|---|---|
| Authors: | Batten, Jonathan ; Hogan, Warren ; In, Francis |
| Published in: |
Australian economic papers. - Richmond, Vic. : Wiley-Blackwell, ISSN 0004-900X, ZDB-ID 2075830. - Vol. 41.2002, 1, p. 115
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