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A Multifactor Model of Credit Spreads

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  • Ramaprasad Bhar
  • Nedim Handzic

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  • Ramaprasad Bhar & Nedim Handzic, 2011. "A Multifactor Model of Credit Spreads," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 18(1), pages 105-127, March.
    • Handle: RePEc:kap:apfinm:v:18:y:2011:i:1:p:105-127
    DOI: 10.1007/s10690-010-9123-3
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    1. Gonzalez-Perez, Maria T., 2015. "Model-free volatility indexes in the financial literature: A review," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 141-159.

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