Valuing Credit Spreads on Quality Australian Dollar Eurobonds in a Multivariate EGARCH Framework

✍ Scribed by Jonathan Batten; Warren Hogan; Francis In

• Book ID: 108521931
• Publisher: John Wiley and Sons
• Year: 2002
• Tongue: English
• Weight: 162 KB
• Volume: 41
• Category: Article
• ISSN: 0004-900X
• DOI: 10.1111/1467-8454.00153