Credit spread dynamics: evidence from Latin America

Kannan Thuraisamy; Gerard Gannon; Jonathan A. Batten

Credit spread dynamics: evidence from Latin America

Kannan Thuraisamy, Gerard Gannon, Jonathan A. Batten

Macquarie Graduate School of Management

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Original language	English
Title of host publication	Credit risk
Subtitle of host publication	models, derivatives, and management
Editors	Niklas Wagner
Place of Publication	Boca Raton, Fla. ; London
Publisher	Chapman & Hall
Pages	97-114
ISBN (Print)	9781584889946
Publication status	Published - 2008

Publication series

Name	Chapman & Hall/CRC financial mathematics series
Publisher	Chapman & Hall

Cite this

@inbook{ef7ae6155dd64182b6312a2c43a651e5,

title = "Credit spread dynamics: evidence from Latin America",

author = "Kannan Thuraisamy and Gerard Gannon and Batten, {Jonathan A.}",

year = "2008",

language = "English",

isbn = "9781584889946",

series = "Chapman & Hall/CRC financial mathematics series",

publisher = "Chapman & Hall",

pages = "97--114",

editor = "Niklas Wagner",

booktitle = "Credit risk",

address = "United Kingdom",

}

Credit spread dynamics: evidence from Latin America. / Thuraisamy, Kannan; Gannon, Gerard; Batten, Jonathan A.
Credit risk: models, derivatives, and management. ed. / Niklas Wagner. Boca Raton, Fla. ; London: Chapman & Hall, 2008. p. 97-114 (Chapman & Hall/CRC financial mathematics series).

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review