An empirical investigation in credit spread indices
ContributorsPrigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier
Published inThe journal of risk, no. 3, p. 27-55
Publication date2001
Citation (ISO format)
PRIGENT, Jean-Luc, RENAULT, Olivier, SCAILLET, Olivier. An empirical investigation in credit spread indices. In: The journal of risk, 2001, n° 3, p. 27–55. doi: 10.21314/JOR.2001.047
Main files (1)
Article (Published version)
Identifiers
- PID : unige:41809
- DOI : 10.21314/JOR.2001.047
ISSN of the journal1465-1211
