The time-series properties of credit spreads - Evidence from Australian dollar Eurobonds

Authors
Batten, J Ellis, C Hogan, W
Citation
J. Batten et al., The time-series properties of credit spreads - Evidence from Australian dollar Eurobonds, ADV P B FIN, 6, 2000, pp. 269-301
Categorie Soggetti
Current Book Contents
Journal title
ADVANCES IN PACIFIC BASIN FINANCIAL MARKETS, VOL 6 - 2000 → ACNP
Volume
6
Year of publication
2000
Pages
269 - 301
Database
ISI
SICI code