search query: @freeterm SPREADS / total: 9
references: 5-9 / 9
« previous page | next page »
 titleyearauthor
5.
Scaling the volatility of credit spreads: Evidence from Australian dollar eurobonds
International Review of Financial Analysis
2002 : VOL. 11:3, p. 331-344
 2002 Batten, J.
Ellis, C.
Hogan, W.
6.
A hidden Markov chain model for the term structure of bond credit risk spreads
International Review of Financial Analysis
2002 : VOL. 11:3, p. 311-329
 2002 Thomas, L.C.
Allen, D.E.
Morkel-Kingsbury, N.
7.
Credit spreads and the term structure of interest rates
International Review of Financial Analysis
2002 : VOL. 11:3, p. 279-295
 2002 Christiansen, C.
8.
A perspective on credit derivatives
International Review of Financial Analysis
2002 : VOL. 11:3, p. 251-278
 2002 Batten, J.
Hogan, W.
9.
Order handling rules, tick size, and the intraday pattern of bid-ask spreads for Nasdaq stocks
Journal of Financial Markets
2001 : APR, VOL. 4:2, p. 143-161
 2001 Chung, K.H.
Ness, R.A. van
« previous page | next page »
SCIMA