ACTA WASAENSIA Dynamic equilibrium correction modelling of credit spreads. The case of yen Eurobonds

by Warren Hogan , Jonathan Batten , Warren Hogan , Jonathan Batten Dynamic Equilibrium

Active Bibliography

Corresponding addresses: – Credit Spreads, Warren P. Hogan, Jonathan A. Batten, Warren P. Hogan, Jonathan A. Batten, Warren P. Hogan, Jonathan A. Batten, Warren P. Hogan, Jonathan A. Batten
525 Modeling Term Structures of Defaultable Bonds – Darrell Duffie, Kenneth J. Singleton - 1999
1331 A new approach to the economic analysis of nonstationary time series and the business cycle – James D. Hamilton - 1989
499 Transform Analysis and Asset Pricing for Affine Jump-Diffusions – Darrell Duffie, Jun Pan, Kenneth Singleton - 2000
308 The Determinants of Credit Spread Changes – Pierre Collin-Dufresne, Robert S. Goldstein, J. Spencer Martin - 2001
472 Expected stock returns and volatility – Kenneth R. French, G. William Schwert, Robert F. Stambaugh - 1987
419 A Long-Memory Property of Stock Market Returns and a New Model – Zhuanxin Ding, Clive W. J. Granger, Robert F. Engle - 1993
417 Stock Returns and the Term Structure – John Y. Campbell, James Tobin - 1987
392 Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads – Hayne E. Leland, Klaus Bjerre Toft - 1996