| Title | Other author(s) | |
|---|---|---|
Systematic Risk, Debt Maturity and the Term Structure of Credit SpreadsBank of Canada Working papers [View] (Paper: 2012-27, 27.08.2012) |
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Idiosyncratic Coskewness and Equity Return AnomaliesBank of Canada Working papers [View] (Paper: 2010-11, 11.05.2010) |
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Macroeconomic Determinants of the Term Structure of Corporate SpreadsBank of Canada Working papers [View] (Paper: 2008-29, 22.09.2008) |
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Default Dependence: The Equity Default RelationshipBank of Canada Working papers [View] (Paper: 2008-01, 02.04.2008) |
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A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange RateBank of Canada Working papers [View] (Paper: 2007-21, 28.03.2007) |
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Modelling the Evolution of Credit Spreads in the United StatesBank of Canada Working papers [View] (Paper: 2004-45, 09.12.2004) |
