Bewley, Ronald; Rees, David; Berg, Paul - In: Mathematics and Computers in Simulation (MATCOM) 64 (2004) 3, pp. 363-372
There has been a rapid increase in the number of corporate bonds issued in Australia since the middle of 1998. This increase has stimulated interest in characterising the yield curves and the factors that determine changes in these spreads. The focus of this paper is on measuring any impact of...