Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia-Reference-Cited by-同舟云学术

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Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia

Published:2019-09 Issue: Volume:30 Page:378-384
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Karlsson Sune^ORCID,Österholm Pär^ORCID

Publisher

Elsevier BV

Subject

Finance

Reference22 articles.

1. Have standard VARs remained stable since the crisis?;Aastveit;J. Appl. Econm.,2017

2. Time variation in the credit spreads on Australian eurobonds;Batten;Pac.-Basin Finance J.,2003

3. Measuring credit spreads: evidence from Australian eurobonds;Batten;Appl. Financ. Econ.,2005

4. Bayesian model comparison for time-varying parameter vars with stochastic volatility;Chan;Forthcoming J. Appl. Econom.,2018

5. A bounded model of time variation in trend inflation, Nairu and the Phillips curve;Chan;J. Appl. Econom.,2016

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Corporate credit risk and bond yield spreads: Market reactions to the spreads;Finance Research Letters;2024-09

2. The impacts of liquidity measures and credit rating on corporate bond yield spreads: evidence from China’s green bond market;Applied Economics Letters;2020-10-13

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