An empirical investigation into credit spread indices
Author(s) -
JeanLuc Prigent,
Olivier Renault,
Olivier Scaillet
Publication year - 2001
Publication title -
the journal of risk
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.224
H-Index - 11
eISSN - 1755-2842
pISSN - 1465-1211
DOI - 10.21314/jor.2001.047
Subject(s) - economics , econometrics , business , financial economics , financial system
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