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A repeat-sales index for pricing US corporate bonds

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https://hal.archives-ouvertes.fr/hal-01797213
Contributor : Isabelle Celet <>
Submitted on : Tuesday, May 22, 2018 - 2:19:20 PM
Last modification on : Monday, January 6, 2020 - 5:50:13 PM

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  • HAL Id : hal-01797213, version 1

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Renaud Beaupain, Stephanie Heck. A repeat-sales index for pricing US corporate bonds. Finance, Presses universitaires de Grenoble, 2016, pp.75-117. ⟨hal-01797213⟩

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