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~isPartOf:"Applied financial economics"
~person:"Batten, Jonathan A."
~person:"Fry, Tim R. L."
~subject:"CAPM"
~subject:"Yield curve"
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Batten, Jonathan A.
Fry, Tim R. L.
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Modelling credit spreads on yen Eurobonds within an equilibrium correction framework
Pynnönen, Seppo
;
Hogan, Warren Pat
;
Batten, Jonathan A.
- In:
Applied financial economics
16
(
2006
)
8
,
pp. 583-606
Persistent link: https://www.econbiz.de/10003328457
Saved in:
2
Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework
Batten, Jonathan A.
;
In, Francis Haeuck
- In:
Applied financial economics
16
(
2006
)
12
,
pp. 881-892
Persistent link: https://www.econbiz.de/10003377842
Saved in:
3
Measuring credit spreads : evidence from Australian Eurobonds
Batten, Jonathan A.
;
Hogan, Warren Pat
;
Jacoby, Gady
- In:
Applied financial economics
15
(
2005
)
9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10002954849
Saved in:
4
Censoring and its impact on multivariate testing of the capital asset pricing model
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
; …
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 413-420
Persistent link: https://www.econbiz.de/10001971176
Saved in:
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