Intertemporal stability of the European credit spread co-movement structure1
Year of publication: |
2006
|
---|---|
Authors: | Annaert, Jan ; Claes, Anouk ; Ceuster, Marc De |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 12.2006, 1, p. 23-32
|
Publisher: |
Taylor & Francis Journals |
Subject: | Credit spreads | diversification | correlations | corporate bonds |
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