Explaining credit spread changes: New evidence from option-adjusted bond indexes

Journal of Derivatives

Volumn 11, Issue 1, 2003, Pages 30-44

  Huang, Jing Zhi ^a   Kong, Weipeng ^a  

^a PENNSYLVANIA STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85015626622     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.2003.319209     Document Type: Article

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