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Corporate yield spreads and real interest rates
Batten, Jonathan A.; Jacoby, Gady; Liao, Rose C. - In: International review of financial analysis 34 (2014), pp. 89-100
Persistent link: https://www.econbiz.de/10010528471
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Special issue: credit derivatives
Batten, Jonathan A. (contributor) - 2002
Persistent link: https://www.econbiz.de/10001728576
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Special issue: credit derivatives
Batten, Jonathan A. (contributor) - 2002
Persistent link: https://www.econbiz.de/10001716000
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The time-varying behaviour of credit spreads on yen Eurobonds
Batten, Jonathan A.; Hogan, Warren Pat; Pynnönen, Seppo - In: The Japanese finance : corporate finance and capital …, (pp. 379-404). 2003
Persistent link: https://www.econbiz.de/10002949540
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Interest Rates, Stock Returns and Credit Spreads : Evidence from German Eurobonds
Wagner, Niklas; Hogan, Warren P.; Batten, Jonathan A. - 2008
We investigate daily variations in credit spreads on investment-grade Deutschemark-denominated Eurobonds during the challenging 1994-1998 period. Empirical results from a Longstaff and Schwartz (1995) two-factor regression, extended for correlated spread changes and heteroskedasticity, indicate...
Persistent link: https://www.econbiz.de/10014063764
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Interest Rates, Stock Returns, and Credit Spreads : Evidence from German Eurobonds
Wagner, Niklas; Hogan, Warren P.; Batten, Jonathan A. - 2008
We investigate daily variations in credit spreads on investment grade Deutschemark-denominated Eurobonds during the challenging 1994 to 1998 period. Empirical results from a Longstaff and Schwartz (1995) two-factor regression, extended for correlated spread changes and heteroskedasticity,...
Persistent link: https://www.econbiz.de/10014029259