Brunel University Research Archive(BURA) preserves and enables easy and open access to all
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to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/21245Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Thorp, JA | - |
| dc.contributor.author | Tabaghdehi, SA | - |
| dc.date.accessioned | 2020-07-20T13:47:45Z | - |
| dc.date.available | 2020-07-20T13:47:45Z | - |
| dc.date.issued | 2019 | - |
| dc.identifier.citation | SSRN Electronic Journal | en_US |
| dc.identifier.uri | https://bura.brunel.ac.uk/handle/2438/21245 | - |
| dc.format.medium | Electronic | - |
| dc.language | en | - |
| dc.language.iso | en | en_US |
| dc.publisher | Elsevier BV | en_US |
| dc.subject | yield term structure | en_US |
| dc.subject | arbitrage-free Poisson | en_US |
| dc.subject | forwards-spread model | en_US |
| dc.subject | interest rate AR(1) theory | en_US |
| dc.title | A Dynamic Equilibrium Q Probability Measure for Poisson Yield Spreads – Review of European Corporate Bonds | en_US |
| dc.type | Article | en_US |
| dc.identifier.doi | https://doi.org/10.2139/ssrn.3378552 | - |
| dc.relation.isPartOf | SSRN Electronic Journal | - |
| pubs.publication-status | Published online | - |
| dc.identifier.eissn | 1556-5068 | - |
| Appears in Collections: | Brunel Business School Research Papers | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | 732.83 kB | Adobe PDF | View/Open |
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