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

  • Jonathan Batten
  • , Warren Hogan
  • , Francis Haeuck In

    Research output: Contribution to journalArticleResearchpeer-review

    Original languageEnglish
    Pages (from-to)115 - 128
    Number of pages14
    JournalAustralian Economic Papers
    Volume41
    Issue number1
    Publication statusPublished - 2002

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