Credit spread dynamics

evidence from Latin America

Kannan Thuraisamy, Gerard Gannon, Jonathan A. Batten

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationCredit risk
Subtitle of host publicationmodels, derivatives, and management
EditorsNiklas Wagner
Place of PublicationBoca Raton, Fla. ; London
PublisherChapman & Hall
Pages97-114
ISBN (Print)9781584889946
Publication statusPublished - 2008

Publication series

NameChapman & Hall/CRC financial mathematics series
PublisherChapman & Hall

Cite this

Thuraisamy, K., Gannon, G., & Batten, J. A. (2008). Credit spread dynamics: evidence from Latin America. In N. Wagner (Ed.), Credit risk: models, derivatives, and management (pp. 97-114). (Chapman & Hall/CRC financial mathematics series). Boca Raton, Fla. ; London: Chapman & Hall.