Browsing Book Chapters by Author "Batten, J; Fetherston, T A; Szilagyi, P G"

UTSePress Research/Manakin Repository

Search UTSePress Research


Advanced Search

Browse

My Account

Browsing Book Chapters by Author "Batten, J; Fetherston, T A; Szilagyi, P G"

Sort by: Order: Results:

  • The distribution of yen denominated credit spreads 
    Ellis Craig; Hogan Warren (Elsevier, 2006)
    The credit spread represents the difference in the yields between different risk or ratings classes of securities with the same maturity. The objective of this study is to provide an understanding of the distributional ...
  • Dynamic equilibrium correction modelling of yen Eurobond credit spreads 
    Pynnonen Seppo; Hogan Warren; Batten Jonathan (Elsevier, 2006)
    Understanding the long term relationship between the yields afrisky and riskless bonds is a critical tusk for portfolio managers and policy makers. This study specifies an equilibrium correction model of the credit spreads ...