An Empirical Investigation in Credit Spread Indices.
Year of publication: |
2000
|
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Authors: | Prigent, J.L. ; Renault, O. ; Scaillet, O. |
Subject: | CREDIT | RISK | MANAGEMENT |
Type of publication: | Book / Working Paper |
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Notes: | 40 pages |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; E40 - Money and Interest Rates. General ; G20 - Financial Institutions and Services. General |
Source: |
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