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Modeling credit spreads: An application to the sterling Eurobond market

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  • Manzoni, Katiuscia
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    Article provided by Elsevier in its journal International Review of Financial Analysis.

    Volume (Year): 11 (2002)
    Issue (Month): 2 ()
    Pages: 183-218

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    Handle: RePEc:eee:finana:v:11:y:2002:i:2:p:183-218

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    Web page: http://www.elsevier.com/locate/inca/620166

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    Cited by:
    1. Audzeyeva, Alena & Schenk-Hoppé, Klaus Reiner, 2010. "The role of country, regional and global market risks in the dynamics of Latin American yield spreads," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(4), pages 404-422, October.
    2. Hervé-Mignucci, Morgan & Mansanet-Bataller, Maria & Chevallier, Julien & Alberola, Emilie, 2011. "EUA and sCER Phase II Price Drivers: Unveiling the reasons for the existence of the EUA-sCER spread," Economics Papers from University Paris Dauphine 123456789/5109, Paris Dauphine University.
    3. Maria Mansanet-Bataller & Julien Chevallier & Morgan Hervé-Mignucci & Emilie Alberola, 2010. "The EUA-sCER Spread: Compliance Strategies and Arbitrage in the European Carbon Market," Post-Print halshs-00458991, HAL.

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