Valuing credit spreads on quality Australian dollar Eurobonds in a multivariate EGARCH framework

Jonathan Batten, Warren Hogan, Francis Haeuck In

Research output: Contribution to journal › Article › Research › peer-review

Cite this

@article{7e02d21bb15e4c8881a8eee256932c57,

title = "Valuing credit spreads on quality Australian dollar Eurobonds in a multivariate EGARCH framework",

author = "Jonathan Batten and Warren Hogan and In, {Francis Haeuck}",

year = "2002",

language = "English",

volume = "41",

pages = "115 -- 128",

journal = "Australian Economic Papers",

issn = "0004-900X",

publisher = "Wiley-Blackwell",

number = "1",

}