The dynamics of Australian dollar bonds with different credit qualities

International Review of Financial Analysis

Volumn 9, Issue 4, 2000, Pages 389-404

  Batten, Jonathan ^a   Hogan, Warren ^b   Pynnönen, Seppo ^c  

^a DEAKIN UNIVERSITY   (Australia)

^b UNIVERSITY OF TECHNOLOGY SYDNEY   (Australia)

^c UNIVERSITY OF VAASA   (Finland)

Author keywords

Cointegration; Credit spreads; E43; Equilibrium correction; Eurobonds; G15

Indexed keywords

EID: 0000150221     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1057-5219(00)00036-3     Document Type: Article

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