Narrow search
Showing 1 - 4 of 4
Cover Image
Valuing credit spreads on quality Australian dollar Eurobonds in a multivariate EGARCH framework
Batten, Jonathan A.; Hogan, Warren Pat; In, Francis Haeuck - In: Australian economic papers 41 (2002) 1, pp. 115-128
Persistent link: https://www.econbiz.de/10001998326
Cover Image
A perspective on credit dervatives
Batten, Jonathan A.; Hogan, Warren Pat - In: International review of financial analysis 11 (2002) 3, pp. 251-278
Persistent link: https://www.econbiz.de/10001715971
Cover Image
The time-series properties of credit spreads : evidence from Australian dollar eurobonds
Batten, Jonathan A.; Ellis, Craig; Hogan, Warren Pat - In: Advances in Pacific Basin financial markets 6 (2000), pp. 269-301
Persistent link: https://www.econbiz.de/10001487799
Cover Image
Credit derivatives : an appraisal for Australian financial institutions
Batten, Jonathan A.; Hogan, Warren Pat - In: Economic papers : a journal of applied economics and policy 18 (1999) 2, pp. 19-41
Persistent link: https://www.econbiz.de/10001463510