Bocconi University, via Bocconi 8, Milan, Italy;Nancy II University, 13 Place Carnot, Nancy, France;Paris I Panthéon-Sorbonne University ESCP-EAP, Finance &Regulation, PRISM, Sorbonne
Abstract:
This study has two purposes:
1
To present an alternative method for the study of events related to bond spreads applicable when only a small number of events is available;