Measuring credit spreads: evidence from Australian Eurobonds

By Batten Jonathan A.   Hogan Warren P.   Jacoby Gady  

Applied Financial Economics, Vol. 15, Iss. 9, 2005-06 ,pp. : 651-666

Routledge Ltd

Access to resources Recommend Favorite

Modelling credit spreads on yen Eurobonds within an equilibrium correction framework

By Pynnönen Seppo   Hogan Warren P.   Batten Jonathan A.  

Applied Financial Economics, Vol. 16, Iss. 8, 2006-05 ,pp. : 583-606

Routledge Ltd

Access to resources Recommend Favorite

Emerging market bond spreads and sovereign credit ratings: reconciling market views with economic fundamentals

By Sy A.N.R.  

Emerging Markets Review, Vol. 3, Iss. 4, 2002-12 ,pp. : 380-408

Elsevier

Access to resources Recommend Favorite

An empirical analysis of dynamic dependences in the European corporate credit markets: bonds versus credit derivatives

By    

Applied Financial Economics, Vol. 24, Iss. 9, 2014-05 ,pp. : 605-619

Routledge Ltd

Access to resources Recommend Favorite

Estimating time-varying risk premia in UK long-term government bonds

By Steeley James M.  

Applied Financial Economics, Vol. 14, Iss. 5, 2004-03 ,pp. : 367-373

Routledge Ltd

Access to resources Recommend Favorite