Similar Search Results

Market discipline and subordinated debt of Australian banks

Esho, Neil; Kofman, Paul; Kollo, Michael G.; Sharpe, Ian G. - In: International journal of applied economics and … 18 (2010) 4, pp. 5-28

Persistent link: https://www.econbiz.de/10008910003

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

The time-varying behaviour of credit spreads on yen Eurobonds

Batten, Jonathan A.; Hogan, Warren Pat; Pynnönen, Seppo - In: The Japanese finance : corporate finance and capital …, (pp. 379-404). 2003

Persistent link: https://www.econbiz.de/10002949540

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

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

Scaling the volatility of credit spreads : evidence from Australian dollar eurobonds

Batten, Jonathan A.; Ellis, Craig; Hogan, Warren Pat - In: International review of financial analysis 11 (2002) 3, pp. 331-344

Persistent link: https://www.econbiz.de/10001715983

The dynamics of Australian dollar bonds with different credit qualities

Batten, Jonathan A.; Hogan, Warren Pat; Pynnönen, Seppo - In: International review of financial analysis 9 (2000) 4, pp. 389-404

Persistent link: https://www.econbiz.de/10001545827

Interest Rates, Stock Returns and Credit Spreads : Evidence from German Eurobonds

Wagner, Niklas; Hogan, Warren P.; Batten, Jonathan A. - 2008

We investigate daily variations in credit spreads on investment-grade Deutschemark-denominated Eurobonds during the challenging 1994-1998 period. Empirical results from a Longstaff and Schwartz (1995) two-factor regression, extended for correlated spread changes and heteroskedasticity, indicate...

Persistent link: https://www.econbiz.de/10014063764

Interest Rates, Stock Returns, and Credit Spreads : Evidence from German Eurobonds

Wagner, Niklas; Hogan, Warren P.; Batten, Jonathan A. - 2008

We investigate daily variations in credit spreads on investment grade Deutschemark-denominated Eurobonds during the challenging 1994 to 1998 period. Empirical results from a Longstaff and Schwartz (1995) two-factor regression, extended for correlated spread changes and heteroskedasticity,...

Persistent link: https://www.econbiz.de/10014029259