Scaling the volatility of credit spreads: evidence from Australian dollar eurobonds

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dc.contributor.author Batten, Jonathan en_US
dc.contributor.author Ellis, Craig en_US
dc.contributor.author Hogan, Warren en_US
dc.date.accessioned 2009-12-21T02:37:22Z
dc.date.available 2009-12-21T02:37:22Z
dc.date.issued 2002 en_US
dc.identifier 2002000276 en_US
dc.identifier.citation Batten Jonathan, Ellis Craig, and Hogan Warren 2002, 'Scaling the volatility of credit spreads: evidence from Australian dollar eurobonds', Elsevier Science, vol. 11, no. 3, pp. 331-344. en_US
dc.identifier.issn 1057-5219 en_US
dc.identifier.other C1 en_US
dc.identifier.uri http://hdl.handle.net/10453/5228
dc.publisher Elsevier Science en_US
dc.relation.isbasedon http://dx.doi.org/10.1016/S1057-5219(02)00079-0 en_US
dc.title Scaling the volatility of credit spreads: evidence from Australian dollar eurobonds en_US
dc.parent International Review of Financial Analysis en_US
dc.journal.volume 11 en_US
dc.journal.number 3 en_US
dc.publocation Netherlands en_US
dc.identifier.startpage 331 en_US
dc.identifier.endpage 344 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.for 010200 en_US
dc.personcode 0000017798 en_US
dc.personcode 944972 en_US
dc.personcode 998277 en_US
dc.percentage 50 en_US
dc.classification.name Applied Mathematics en_US
dc.classification.type FOR-08 en_US
dc.staffid 998277 en_US


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