Intertemporal stability of the European credit spread co-movement structure

European Journal of Finance

Volumn 12, Issue 1, 2006, Pages 23-32

  Annaert, Jan ^a,b   Claes, Anouk G P ^b   De Ceuster, Marc J K ^b,c,d  

^a GHENT UNIVERSITY   (Belgium)

^b UNIVERSITY OF ANTWERP   (Belgium)

^c Deloitte   (Belgium)

^d Deloitte   (Belgium)

Author keywords

Corporate bonds; Correlations; Credit spreads; Diversification

Indexed keywords

EID: 30944457342     PISSN: 1351847X     EISSN: None     Source Type: Journal    
DOI: 10.1080/1351847042000304116     Document Type: Review

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