Credit spread dynamics : evidence from Latin America

Thuraisamy, Kannan, Gannon, Gerard and Batten, J. 2008, Credit spread dynamics : evidence from Latin America. In Wagner, Niklas (ed), , Chapman & Hall, Boca Raton, Fla., pp.97-114.

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Title Credit spread dynamics : evidence from Latin America
Author(s) Thuraisamy, KannanORCID iD for Thuraisamy, Kannan
Gannon, Gerard
Batten, J.
Editor(s) Wagner, Niklas
Publication date 2008
Series Chapman & Hall/CRC financial mathematics series
Chapter number 7
Total chapters 26
Start page 97
End page 114
Total pages 18
Publisher Chapman & Hall
Place of Publication Boca Raton, Fla.
Keyword(s) Credit derivatives -- Mathematical models
Risk management -- Mathematical models
ISBN 9781584889946
Language eng
Field of Research 140207 Financial Economics
HERDC Research category B1 Book chapter
ERA Research output type B Book chapter
HERDC collection year 2008
Copyright notice ©2008, Chapman & Hall
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