Credit derivatives : an appraisal for Australian financial institutions
Year of publication: |
1999
|
---|---|
Authors: | Batten, Jonathan A. ; Hogan, Warren Pat |
Published in: |
Economic papers : a journal of applied economics and policy. - Richmond, Victoria : Wiley Publishing Asia, ISSN 0812-0439, ZDB-ID 1184385-8. - Vol. 18.1999, 2, p. 19-41
|
Subject: | Derivat | Derivative | Kredit | Credit | Finanzintermediation | Financial intermediation | Australien | Australia |
-
Valuing credit spreads on quality Australian dollar Eurobonds in a multivariate EGARCH framework
Batten, Jonathan A., (2002)
-
The time-series properties of credit spreads : evidence from Australian dollar eurobonds
Batten, Jonathan A., (2000)
-
Do Australian Banks Use Credit Derivatives to Reduce Risk?
Bhan, Vishal, (2010)
- More ...
-
Valuing credit spreads on quality Australian dollar Eurobonds in a multivariate EGARCH framework
Batten, Jonathan A., (2002)
-
Modelling credit spreads on yen Eurobonds within an equilibrium correction framework
Pynnönen, Seppo, (2006)
-
Markets, disturbances and responses
Hogan, Warren Pat, (2008)
- More ...