Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in Australia
Sune Karlsson, Pär Österholm
| Year of publication: |
2019
|
|---|---|
| Authors: | Karlsson, Sune ; Österholm, Pär |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 30.2019, p. 378-384
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| Subject: | Bayesian vector autoregressions | Credit spreads | Zinsstruktur | Yield curve | Unternehmensanleihe | Corporate bond | Australien | Australia | Volatilität | Volatility | Staatspapier | Government securities | Kapitaleinkommen | Capital income | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2018.11.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012420913