The relation between treasury yields and corporate bond yield spreads in Australia : evidence from VARs
Year of publication: |
March 2018
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Authors: | Österholm, Pär |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 24.2018, p. 186-192
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Subject: | Credit spreads | Vector autoregressions | Zinsstruktur | Yield curve | Unternehmensanleihe | Corporate bond | Australien | Australia | VAR-Modell | VAR model | Staatspapier | Government securities | Kreditrisiko | Credit risk |
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