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A Pure Test for the Elasticity...
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Derivative
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Corporate bond pricing and the effects of endogenous default and call options
Jacoby, Gady
;
Shiller, Ilona
- In:
The journal of fixed income
20
(
2010/11
)
2
,
pp. 80-100
Persistent link: https://www.econbiz.de/10008667944
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2
Credit derivatives : an appraisal for Australian financial institutions
Batten, Jonathan A.
;
Hogan, Warren Pat
- In:
Economic papers : a journal of applied economics and policy
18
(
1999
)
2
,
pp. 19-41
Persistent link: https://www.econbiz.de/10001463510
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The time-series properties of credit spreads : evidence from Australian dollar eurobonds
Batten, Jonathan A.
;
Ellis, Craig
;
Hogan, Warren Pat
- In:
Advances in Pacific Basin financial markets
6
(
2000
),
pp. 269-301
Persistent link: https://www.econbiz.de/10001487799
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4
Interest rate risk management practices and products use by Australian firms
Batten, Jonathan A.
-
1993
Persistent link: https://www.econbiz.de/10000876630
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5
Interest rate risk management practices and products used by Australian firms
Batten, Jonathan A.
-
1994
Persistent link: https://www.econbiz.de/10001340261
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6
The ability of regulatory capital models to meet prudential objectives : a credit derivative perspective
Wong, Elizabeth
;
Fetherston, Thomas A.
;
Batten, Jonathan A.
- In:
Financial risk and financial risk management
,
(pp. 33-61)
.
2002
Persistent link: https://www.econbiz.de/10001755628
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7
European fixed income markets : money, bond, and interest rate derivatives
Batten, Jonathan A.
;
Fetherston, Thomas Austin
; …
-
2004
Persistent link: https://www.econbiz.de/10001785136
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8
A perspective on credit dervatives
Batten, Jonathan A.
;
Hogan, Warren Pat
- In:
International review of financial analysis
11
(
2002
)
3
,
pp. 251-278
Persistent link: https://www.econbiz.de/10001715971
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9
Special issue: credit derivatives
Batten, Jonathan A.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001716000
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10
Financial risk and financial risk management
Batten, Jonathan A.
(
ed.
); …
-
2002
-
1. ed
Persistent link: https://www.econbiz.de/10001677915
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