Work

Credit spreads and interest rates: a cointegration approach

Year: 1998

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Charles Morris, Robert Neal, Douglas Rolph

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1492786613

Cites: 34

Cited by: 51

Related to: 10