An Empirical Estimation in Credit Spread Indices
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Bibliographic InfoPaper provided by THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise in its series THEMA Working Papers with number 2000-51.
Date of creation: 2000
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This paper has been announced in the following NEP Reports:
- NEP-ALL-2001-10-22 (All new papers)
- NEP-CBA-2001-10-22 (Central Banking)
- NEP-FMK-2001-10-22 (Financial Markets)
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- Jan Ericsson & Olivier Renault, 2006.
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