Modelling credit spreads on yen Eurobonds within an equilibrium correction framework

Applied Financial Economics

Volumn 16, Issue 8, 2006, Pages 583-606

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

^a UNIVERSITY OF VAASA   (Finland)

^b UNIVERSITY OF TECHNOLOGY SYDNEY   (Australia)

^c MACQUARIE UNIVERSITY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

CREDIT PROVISION; DEBT; INTEREST RATE; NUMERICAL MODEL; STOCK MARKET;

EID: 33646778518     PISSN: 09603107     EISSN: 14664305     Source Type: Journal    
DOI: 10.1080/09603100600684740     Document Type: Article

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