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What causes mean reversion in corporate bond index spreads? The impact of survival

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  • Bhanot, Karan

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  • Bhanot, Karan, 2005. "What causes mean reversion in corporate bond index spreads? The impact of survival," Journal of Banking & Finance, Elsevier, vol. 29(6), pages 1385-1403, June.
  • Handle: RePEc:eee:jbfina:v:29:y:2005:i:6:p:1385-1403
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