What causes mean reversion in corporate bond index spreads? The impact of survival

✍ Scribed by Karan Bhanot

• Book ID: 116614468
• Publisher: Elsevier Science
• Year: 2005
• Tongue: English
• Weight: 310 KB
• Volume: 29
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/j.jbankfin.2004.04.003