The relation between corporate credit spreads, treasury yields and the equity markets: new evidences from daily options-ajusted spreads indices

Franck Moraux () and Anthony Miloudi ()

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Keywords: credit spreads; cointegration; equity; treasury yields (search for similar items in EconPapers)
Date: 2004-09-09
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Published in European Investiment Review Annual conference, E.I.R., London,, Sep 2004

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00093027

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